+295.1%
TSM vs IREN
+62.0%
+233.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.5% |
| 7D | +4.8% | +14.6% | -9.8% | +3.3% |
| 30D | +4.0% | +17.1% | -13.1% | +2.2% |
| 3M | +2.0% | -16.0% | +18.0% | +2.6% |
| 6M | +25.5% | +16.8% | +8.7% | +21.6% |
| YTD | +44.0% | +20.1% | +23.9% | +38.1% |
| 1Y | +75.4% | +50.3% | +25.1% | +63.0% |
| 3Y | +406.7% | +871.5% | -464.8% | +277.6% |
| All | +295.1% | +62.0% | +233.0% | +230.9% |
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