-20.3%
IREN vs ZETA
+304.7%
-325.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -6.0% |
| 7D | +8.0% | +26.5% | -18.4% | -3.3% |
| 30D | -44.0% | +10.3% | -54.3% | -46.2% |
| 3M | -55.4% | +30.5% | -85.9% | -60.7% |
| 6M | -65.6% | +129.4% | -194.9% | -77.8% |
| YTD | -48.4% | +83.1% | -131.6% | -64.0% |
| 1Y | -65.0% | +82.1% | -147.1% | -75.5% |
| 3Y | +558.1% | +352.3% | +205.8% | +138.3% |
| All | -20.3% | +304.7% | -325.0% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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