+34.4%
TSLA vs IREN
+849.2%
-814.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.5% |
| 7D | +3.0% | +14.6% | -11.5% | +0.3% |
| 30D | +11.2% | +17.1% | -6.0% | +7.4% |
| 3M | -7.3% | -16.0% | +8.7% | -6.4% |
| 6M | -7.7% | +16.8% | -24.6% | -14.2% |
| YTD | -18.2% | +20.1% | -38.3% | -26.1% |
| 1Y | +6.0% | +50.3% | -44.3% | -11.2% |
| All | +34.4% | +849.2% | -814.7% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling