+0.2%
TSLA vs IREN
+55.9%
-55.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | -0.5% |
| 7D | -3.4% | +4.8% | -8.2% | -4.4% |
| 30D | +9.2% | +9.8% | -0.5% | +6.8% |
| 3M | -4.7% | -15.3% | +10.6% | -4.1% |
| 6M | -8.9% | +14.5% | -23.4% | -14.9% |
| YTD | -19.2% | +15.5% | -34.7% | -26.3% |
| 1Y | +4.5% | +29.8% | -25.2% | -9.2% |
| 3Y | +46.3% | +834.5% | -788.2% | -24.7% |
| All | +0.2% | +55.9% | -55.7% | -37.7% |
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