+79.3%
IREN vs ZM
-63.8%
+143.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -1.9% | -5.7% | +3.8% | +2.2% |
| 30D | +0.4% | -9.1% | +9.5% | +7.4% |
| 3M | -22.7% | +3.5% | -26.2% | -26.6% |
| 6M | +4.4% | +25.7% | -21.3% | -19.1% |
| YTD | +16.0% | +10.8% | +5.3% | -4.0% |
| 1Y | +33.4% | +12.8% | +20.7% | +7.1% |
| 3Y | +948.6% | +33.1% | +915.4% | +625.1% |
| All | +79.3% | -63.8% | +143.1% | +205.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling