+203.8%
AMAT vs IREN
+59.6%
+144.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.3% | -3.0% | +3.4% |
| 7D | -1.5% | +26.0% | -27.5% | -4.5% |
| 30D | -14.8% | +14.9% | -29.7% | -16.5% |
| 3M | -9.3% | -27.8% | +18.5% | -6.7% |
| 6M | +27.4% | +1.9% | +25.5% | +25.0% |
| YTD | +77.6% | +18.3% | +59.3% | +70.3% |
| 1Y | +188.9% | +71.0% | +118.0% | +162.0% |
| 3Y | +202.3% | +882.0% | -679.7% | +105.4% |
| All | +203.8% | +59.6% | +144.3% | +129.6% |
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 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