-67.4%
IREN vs ABCL
+138.2%
-205.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +0.8% | -12.1% | -11.5% |
| 7D | -24.7% | -10.0% | -14.8% | -22.0% |
| 30D | -46.4% | -10.9% | -35.5% | -44.3% |
| 3M | -46.9% | +101.6% | -148.5% | -57.2% |
| 6M | -56.1% | +167.5% | -223.7% | -71.9% |
| YTD | -42.5% | +259.1% | -301.6% | -70.8% |
| 1Y | -67.4% | +152.2% | -219.6% | -80.3% |
| All | -67.4% | +138.2% | -205.6% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling