+253.6%
TSM vs IREN
-23.5%
+277.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.6% |
| 7D | -2.5% | -2.8% | +0.3% | -2.4% |
| 30D | -14.3% | -39.2% | +24.9% | -10.1% |
| 3M | -7.2% | -48.1% | +40.8% | -1.4% |
| 6M | -5.1% | -65.0% | +59.9% | +3.6% |
| YTD | +28.9% | -43.3% | +72.2% | +33.0% |
| 1Y | +37.1% | -65.7% | +102.8% | +46.8% |
| 3Y | +341.5% | +620.9% | -279.4% | +244.9% |
| All | +253.6% | -23.5% | +277.1% | +218.7% |
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