+507.7%
IREN vs ABCL
+185.8%
+321.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -6.3% |
| 7D | -16.0% | -3.3% | -12.8% | -15.1% |
| 30D | -40.5% | -7.1% | -33.4% | -38.1% |
| 3M | -59.4% | +4.7% | -64.1% | -59.8% |
| 6M | -67.1% | +140.9% | -207.9% | -77.9% |
| YTD | -51.9% | +236.0% | -287.9% | -72.5% |
| 1Y | -62.7% | +217.4% | -280.1% | -78.1% |
| 3Y | +507.7% | +188.7% | +319.0% | +277.1% |
| All | +507.7% | +185.8% | +321.9% | +277.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling