+85.6%
IREN vs YUM
+25.5%
+60.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -1.9% |
| 7D | +14.6% | -3.6% | +18.1% | +17.0% |
| 30D | +17.1% | +0.4% | +16.7% | +16.2% |
| 3M | -16.0% | -3.8% | -12.2% | -15.0% |
| 6M | +16.8% | -8.3% | +25.1% | +21.1% |
| YTD | +20.1% | -2.6% | +22.8% | +18.1% |
| 1Y | +50.3% | +1.5% | +48.8% | +40.3% |
| 3Y | +871.5% | +21.6% | +849.9% | +636.0% |
| All | +85.6% | +25.5% | +60.1% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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