+85.6%
IREN vs Z
-48.5%
+134.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.9% |
| 7D | +14.6% | -7.1% | +21.6% | +19.0% |
| 30D | +17.1% | -4.8% | +21.9% | +18.8% |
| 3M | -16.0% | -9.3% | -6.7% | -14.7% |
| 6M | +16.8% | -29.0% | +45.8% | +36.2% |
| YTD | +20.1% | -52.9% | +73.0% | +77.9% |
| 1Y | +50.3% | -63.1% | +113.4% | +157.2% |
| 3Y | +871.5% | -36.9% | +908.4% | +962.7% |
| All | +85.6% | -48.5% | +134.1% | +99.9% |
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