+944.0%
IREN vs ZM
+33.4%
+910.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.4% |
| 7D | +4.8% | -2.7% | +7.5% | +6.2% |
| 30D | +9.8% | -10.0% | +19.8% | +16.0% |
| 3M | -15.3% | +1.6% | -16.9% | -17.2% |
| 6M | +14.5% | +25.0% | -10.5% | -6.1% |
| YTD | +15.5% | +10.6% | +4.9% | -0.1% |
| 1Y | +29.8% | +14.0% | +15.8% | +8.1% |
| All | +944.0% | +33.4% | +910.7% | +769.9% |
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