+77.6%
ORCL vs IREN
+59.6%
+18.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.3% | -4.2% | +2.5% |
| 7D | +5.3% | +26.0% | -20.8% | +3.2% |
| 30D | +10.0% | +14.9% | -4.9% | +8.5% |
| 3M | -32.6% | -27.8% | -4.8% | -31.5% |
| 6M | +4.9% | +1.9% | +3.0% | +3.2% |
| YTD | -17.8% | +18.3% | -36.0% | -20.4% |
| 1Y | -28.0% | +71.0% | -99.0% | -32.0% |
| 3Y | +36.0% | +882.0% | -846.0% | +16.7% |
| All | +77.6% | +59.6% | +18.0% | +61.0% |
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