+91.9%
IREN vs ABCL
-29.6%
+121.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | +27.5% | +1.4% | +26.0% | +26.8% |
| 30D | +13.8% | +65.1% | -51.3% | -10.4% |
| 3M | -20.7% | +111.1% | -131.8% | -46.4% |
| 6M | +27.9% | +231.6% | -203.7% | -30.5% |
| YTD | +24.3% | +234.5% | -210.3% | -34.6% |
| 1Y | +79.2% | +174.3% | -95.1% | -0.5% |
| 3Y | +904.9% | +111.5% | +793.5% | +468.9% |
| All | +91.9% | -29.6% | +121.5% | +88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling