+4.6%
TSLA vs IREN
+60.0%
-55.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +7.3% | -13.2% | -7.1% |
| 7D | +1.5% | +26.0% | -24.5% | -2.2% |
| 30D | +10.1% | +14.9% | -4.8% | +7.2% |
| 3M | -15.4% | -27.8% | +12.4% | -12.7% |
| 6M | -12.8% | +1.9% | -14.7% | -15.9% |
| YTD | -21.3% | +18.3% | -39.6% | -26.9% |
| 1Y | +4.6% | +71.0% | -66.4% | -0.2% |
| All | +4.6% | +60.0% | -55.4% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling