+91.9%
IREN vs ZM
-63.5%
+155.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.8% | +9.9% | +8.7% |
| 7D | +27.5% | +1.6% | +25.8% | +25.7% |
| 30D | +13.8% | -7.7% | +21.5% | +20.0% |
| 3M | -20.7% | -4.7% | -16.1% | -19.6% |
| 6M | +27.9% | +24.4% | +3.4% | -0.1% |
| YTD | +24.3% | +11.8% | +12.5% | +2.1% |
| 1Y | +79.2% | +13.4% | +65.8% | +43.0% |
| 3Y | +904.9% | +33.8% | +871.1% | +592.7% |
| All | +91.9% | -63.5% | +155.4% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ZM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling