+298.4%
TSM vs IREN
+67.6%
+230.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.0% | -2.7% | +1.8% |
| 7D | +6.0% | +27.5% | -21.4% | +3.4% |
| 30D | +4.5% | +13.8% | -9.3% | +2.9% |
| 3M | +3.1% | -20.7% | +23.8% | +4.2% |
| 6M | +30.2% | +27.9% | +2.3% | +25.1% |
| YTD | +45.2% | +24.3% | +21.0% | +38.8% |
| 1Y | +79.6% | +79.2% | +0.4% | +64.2% |
| 3Y | +411.0% | +904.9% | -493.9% | +279.5% |
| All | +298.4% | +67.6% | +230.8% | +232.5% |
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