+78.5%
IREN vs USHY
+21.2%
+57.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -1.5% |
| 7D | +4.8% | -0.7% | +5.5% | +8.6% |
| 30D | +9.8% | -0.5% | +10.3% | +13.1% |
| 3M | -15.3% | +0.5% | -15.8% | -16.2% |
| 6M | +14.5% | +1.5% | +13.0% | +10.2% |
| YTD | +15.5% | +1.7% | +13.8% | +11.2% |
| 1Y | +29.8% | +3.5% | +26.2% | +16.2% |
| 3Y | +834.5% | +27.2% | +807.3% | +290.2% |
| All | +78.5% | +21.2% | +57.3% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded USHY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling