+196.7%
AMD vs IREN
-22.7%
+219.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +20.0% | -9.0% | +7.4% |
| 7D | -11.0% | -9.6% | -1.4% | -9.4% |
| 30D | -30.5% | -44.1% | +13.6% | -23.0% |
| 3M | -8.2% | -42.9% | +34.7% | +0.7% |
| 6M | +6.6% | -64.5% | +71.1% | +24.9% |
| YTD | +109.7% | -42.7% | +152.4% | +126.4% |
| 1Y | +88.9% | -67.7% | +156.6% | +119.4% |
| 3Y | +301.8% | +547.9% | -246.1% | +178.5% |
| All | +196.7% | -22.7% | +219.4% | +147.2% |
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