-12.4%
IREN vs ABCL
-23.1%
+10.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.3% | -3.2% |
| 7D | -2.8% | +12.4% | -15.2% | -6.6% |
| 30D | -39.2% | -0.4% | -38.8% | -38.1% |
| 3M | -48.1% | +80.4% | -128.4% | -60.3% |
| 6M | -65.0% | +138.5% | -203.6% | -77.8% |
| YTD | -43.3% | +265.5% | -308.8% | -71.0% |
| 1Y | -65.7% | +219.7% | -285.4% | -81.3% |
| 3Y | +620.9% | +209.4% | +411.5% | +244.8% |
| All | -12.4% | -23.1% | +10.6% | -16.6% |
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