+565.5%
AVGO vs IREN
-35.1%
+600.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.7% | +2.0% | -4.0% |
| 7D | +18.2% | -16.0% | +34.2% | +20.4% |
| 30D | +0.2% | -40.5% | +40.8% | +5.8% |
| 3M | -16.8% | -59.4% | +42.6% | -8.6% |
| 6M | -16.5% | -67.1% | +50.6% | -7.3% |
| YTD | +0.8% | -51.9% | +52.7% | +5.8% |
| 1Y | +2.8% | -62.7% | +65.5% | +10.2% |
| 3Y | +278.5% | +507.7% | -229.1% | +195.4% |
| All | +565.5% | -35.1% | +600.6% | +486.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling