+1.3%
TSLA vs IREN
+62.0%
-60.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.5% |
| 7D | +3.0% | +14.6% | -11.5% | +0.4% |
| 30D | +11.2% | +17.1% | -6.0% | +7.5% |
| 3M | -7.3% | -16.0% | +8.7% | -6.5% |
| 6M | -7.7% | +16.8% | -24.6% | -14.1% |
| YTD | -18.2% | +20.1% | -38.3% | -25.9% |
| 1Y | +6.0% | +50.3% | -44.3% | -10.5% |
| 3Y | +48.0% | +871.5% | -823.5% | -24.3% |
| All | +1.3% | +62.0% | -60.7% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling