+122.3%
AMAT vs IREN
-22.7%
+145.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +20.0% | -15.8% | +1.5% |
| 7D | -14.7% | -9.6% | -5.1% | -13.7% |
| 30D | -36.1% | -44.1% | +8.0% | -31.3% |
| 3M | -36.9% | -42.9% | +6.1% | -32.4% |
| 6M | -22.2% | -64.5% | +42.3% | -12.9% |
| YTD | +29.9% | -42.7% | +72.6% | +36.5% |
| 1Y | +43.3% | -67.7% | +110.9% | +58.4% |
| 3Y | +142.7% | +547.9% | -405.2% | +76.0% |
| All | +122.3% | -22.7% | +145.0% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling