-13.3%
TSLA vs IREN
-66.2%
+52.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -11.2% | +7.9% | -1.5% |
| 7D | -4.7% | -24.7% | +20.0% | -0.5% |
| 30D | +1.7% | -46.4% | +48.1% | +11.9% |
| 3M | +17.7% | -46.9% | +64.5% | +28.8% |
| 6M | -1.9% | -56.1% | +54.3% | +8.7% |
| YTD | -14.3% | -42.5% | +28.2% | -12.1% |
| 1Y | -13.3% | -67.4% | +54.1% | +1.9% |
| All | -13.3% | -66.2% | +52.9% | +1.9% |
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