+91.9%
IREN vs USHY
+22.0%
+70.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.1% | +5.2% |
| 7D | +27.5% | 0.0% | +27.4% | +27.3% |
| 30D | +13.8% | 0.0% | +13.8% | +14.3% |
| 3M | -20.7% | +1.2% | -21.9% | -23.9% |
| 6M | +27.9% | +2.6% | +25.3% | +17.1% |
| YTD | +24.3% | +2.4% | +21.8% | +15.7% |
| 1Y | +79.2% | +4.2% | +75.0% | +55.3% |
| 3Y | +904.9% | +28.0% | +876.9% | +306.0% |
| All | +91.9% | +22.0% | +70.0% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling