+260.7%
TSM vs IREN
-29.5%
+290.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.8% | +9.9% | +2.9% |
| 7D | -2.1% | -19.3% | +17.3% | 0.0% |
| 30D | -12.5% | -43.9% | +31.4% | -7.5% |
| 3M | -5.0% | -49.1% | +44.1% | +1.2% |
| 6M | -3.2% | -67.8% | +64.6% | +6.6% |
| YTD | +31.5% | -47.8% | +79.3% | +36.8% |
| 1Y | +35.7% | -67.2% | +102.9% | +46.1% |
| 3Y | +323.5% | +566.6% | -243.1% | +233.5% |
| All | +260.7% | -29.5% | +290.3% | +227.8% |
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