+78.5%
IREN vs ZTS
-65.2%
+143.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.5% |
| 7D | +4.8% | -4.5% | +9.3% | +7.1% |
| 30D | +9.8% | -3.3% | +13.1% | +10.7% |
| 3M | -15.3% | -9.7% | -5.5% | -12.7% |
| 6M | +14.5% | -38.8% | +53.3% | +47.6% |
| YTD | +15.5% | -41.2% | +56.7% | +52.0% |
| 1Y | +29.8% | -50.3% | +80.1% | +89.2% |
| 3Y | +834.5% | -59.1% | +893.6% | +1,378.2% |
| All | +78.5% | -65.2% | +143.7% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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