+345.6%
AVGO vs IREN
+931.4%
-585.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.0% | -2.1% | +2.3% |
| 7D | -0.3% | +27.5% | -27.8% | -3.8% |
| 30D | -13.8% | +13.8% | -27.7% | -15.8% |
| 3M | -6.9% | -20.7% | +13.8% | -5.6% |
| 6M | +11.9% | +27.9% | -15.9% | +5.7% |
| YTD | +6.9% | +24.3% | -17.4% | -0.3% |
| 1Y | +7.4% | +79.2% | -71.8% | -6.1% |
| 3Y | +345.6% | +904.9% | -559.4% | +215.0% |
| All | +345.6% | +931.4% | -585.9% | +215.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling