+592.9%
AVGO vs IREN
+56.5%
+536.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +1.1% | -1.9% | +3.0% | +1.4% |
| 30D | -13.0% | +0.4% | -13.4% | -13.3% |
| 3M | -6.0% | -22.7% | +16.7% | -4.6% |
| 6M | +6.4% | +4.4% | +2.0% | +3.9% |
| YTD | +5.0% | +16.0% | -11.1% | +0.3% |
| 1Y | +1.4% | +33.4% | -32.0% | -5.7% |
| 3Y | +336.8% | +948.6% | -611.7% | +216.7% |
| All | +592.9% | +56.5% | +536.4% | +456.4% |
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