+507.7%
IREN vs ZM
+61.1%
+446.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.1% | -8.9% | -7.9% |
| 7D | -16.0% | +11.0% | -27.1% | -20.9% |
| 30D | -40.5% | +5.6% | -46.2% | -41.8% |
| 3M | -59.4% | -9.1% | -50.3% | -57.2% |
| 6M | -67.1% | -2.6% | -64.5% | -66.9% |
| YTD | -51.9% | +15.7% | -67.5% | -58.5% |
| 1Y | -62.7% | +18.8% | -81.4% | -68.6% |
| 3Y | +507.7% | +62.2% | +445.5% | +359.0% |
| All | +507.7% | +61.1% | +446.6% | +359.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling