+164.0%
AMAT vs IREN
-25.6%
+189.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.6% | +0.4% | +5.3% |
| 7D | +7.0% | -4.0% | +11.0% | +7.4% |
| 30D | -20.6% | -40.1% | +19.5% | -15.3% |
| 3M | -24.8% | -47.6% | +22.8% | -18.6% |
| 6M | -10.7% | -62.2% | +51.5% | -0.6% |
| YTD | +54.3% | -44.8% | +99.1% | +62.8% |
| 1Y | +73.7% | -63.7% | +137.4% | +90.0% |
| 3Y | +168.4% | +604.1% | -435.6% | +93.2% |
| All | +164.0% | -25.6% | +189.6% | +119.5% |
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 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