+30.3%
ORCL vs IREN
-22.7%
+53.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +20.0% | -19.2% | -1.0% |
| 7D | -11.2% | -9.6% | -1.5% | -10.5% |
| 30D | -18.8% | -44.1% | +25.2% | -14.7% |
| 3M | -18.8% | -42.9% | +24.2% | -15.0% |
| 6M | -39.7% | -64.5% | +24.8% | -35.2% |
| YTD | -39.6% | -42.7% | +3.1% | -37.9% |
| 1Y | -51.7% | -67.7% | +15.9% | -48.7% |
| 3Y | +10.2% | +547.9% | -537.7% | 0.0% |
| All | +30.3% | -22.7% | +53.0% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling