+262.8%
TSM vs IREN
-35.1%
+297.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.7% | +5.1% | -0.9% |
| 7D | +6.2% | -16.0% | +22.2% | +8.1% |
| 30D | -7.3% | -40.5% | +33.3% | -2.4% |
| 3M | -7.1% | -59.4% | +52.3% | +1.3% |
| 6M | +0.2% | -67.1% | +67.3% | +10.3% |
| YTD | +32.2% | -51.9% | +84.1% | +38.8% |
| 1Y | +42.8% | -62.7% | +105.4% | +52.4% |
| 3Y | +330.4% | +507.7% | -177.3% | +242.2% |
| All | +262.8% | -35.1% | +297.9% | +232.6% |
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