+507.7%
IREN vs ZTS
-48.0%
+555.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.8% | -6.6% |
| 7D | -16.0% | +5.6% | -21.6% | -15.4% |
| 30D | -40.5% | +12.1% | -52.6% | -39.4% |
| 3M | -59.4% | +11.3% | -70.7% | -58.6% |
| 6M | -67.1% | +14.3% | -81.4% | -66.5% |
| YTD | -51.9% | -31.9% | -20.0% | -49.1% |
| 1Y | -62.7% | -29.3% | -33.4% | -60.3% |
| 3Y | +507.7% | -48.0% | +555.7% | +1,079.9% |
| All | +507.7% | -48.0% | +555.7% | +1,079.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling