+153.1%
AMAT vs IREN
+551.2%
-398.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.8% | +8.4% | +1.8% |
| 7D | -2.5% | -19.3% | +16.9% | +0.7% |
| 30D | -26.5% | -43.9% | +17.4% | -20.0% |
| 3M | -28.6% | -49.1% | +20.5% | -21.4% |
| 6M | -14.2% | -67.8% | +53.5% | -1.3% |
| YTD | +45.5% | -47.8% | +93.2% | +56.8% |
| 1Y | +59.3% | -67.2% | +126.6% | +78.6% |
| 3Y | +153.1% | +566.6% | -413.5% | +116.6% |
| All | +153.1% | +551.2% | -398.1% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling