+597.5%
AVGO vs IREN
+62.0%
+535.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.8% |
| 7D | -0.8% | +14.6% | -15.3% | -2.3% |
| 30D | -13.7% | +17.1% | -30.8% | -15.5% |
| 3M | -6.9% | -16.0% | +9.1% | -6.4% |
| 6M | +5.8% | +16.8% | -11.0% | +2.1% |
| YTD | +5.7% | +20.1% | -14.5% | +0.5% |
| 1Y | +9.0% | +50.3% | -41.3% | +0.2% |
| 3Y | +340.5% | +871.5% | -531.0% | +220.5% |
| All | +597.5% | +62.0% | +535.5% | +458.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling