-40.2%
AMAT vs IREN
-55.0%
+14.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -17.0% | +3.4% | -6.9% |
| 7D | -24.3% | -31.3% | +7.0% | -13.1% |
| 30D | -39.8% | -56.3% | +16.5% | -21.2% |
| 3M | -40.2% | -53.6% | +13.5% | -23.8% |
| All | -40.2% | -55.0% | +14.8% | -23.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling