-14.8%
IREN vs Z
-52.8%
+38.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +4.7% |
| 7D | -4.0% | -13.1% | +9.1% | +3.9% |
| 30D | -40.1% | +5.9% | -46.0% | -43.8% |
| 3M | -47.6% | -13.7% | -33.9% | -46.0% |
| 6M | -62.2% | -27.1% | -35.1% | -58.0% |
| YTD | -44.8% | -56.8% | +12.0% | -17.5% |
| 1Y | -63.7% | -60.2% | -3.5% | -42.4% |
| 3Y | +604.1% | -19.7% | +623.8% | +505.7% |
| All | -14.8% | -52.8% | +38.0% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling