-19.3%
IREN vs ABCL
-23.3%
+4.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.3% | -7.5% | -7.7% |
| 7D | -19.3% | +2.3% | -21.6% | -19.6% |
| 30D | -43.9% | -0.7% | -43.3% | -42.9% |
| 3M | -49.1% | +33.4% | -82.5% | -54.4% |
| 6M | -67.8% | +137.8% | -205.5% | -79.5% |
| YTD | -47.8% | +264.3% | -312.1% | -73.3% |
| 1Y | -67.2% | +209.2% | -276.4% | -81.8% |
| 3Y | +566.6% | +208.4% | +358.1% | +219.3% |
| All | -19.3% | -23.3% | +4.0% | -23.1% |
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