+1,022.8%
NBIS vs IREN
+380.1%
+642.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -0.8% | -1.9% | +1.1% | +0.4% |
| 30D | -13.4% | +0.4% | -13.7% | -14.2% |
| 3M | +1.0% | -22.7% | +23.8% | +15.6% |
| 6M | +100.5% | +4.4% | +96.1% | +84.1% |
| YTD | +168.3% | +16.0% | +152.2% | +129.1% |
| 1Y | +151.8% | +33.4% | +118.3% | +84.0% |
| All | +1,022.8% | +380.1% | +642.7% | +311.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IREN.
Daily Out/Under-Performance
Portfolio return minus IREN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IREN 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 IREN 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