+7.5%
TSLA vs IREN
-35.1%
+42.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.7% | +4.9% | -0.6% |
| 7D | +8.9% | -16.0% | +25.0% | +12.3% |
| 30D | +6.3% | -40.5% | +46.8% | +15.6% |
| 3M | +14.8% | -59.4% | +74.2% | +32.8% |
| 6M | -12.4% | -67.1% | +54.7% | +2.8% |
| YTD | -13.2% | -51.9% | +38.7% | -8.5% |
| 1Y | -2.9% | -62.7% | +59.7% | +6.2% |
| 3Y | +74.4% | +507.7% | -433.3% | -2.8% |
| All | +7.5% | -35.1% | +42.6% | -22.7% |
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 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