-25.7%
IREN vs ABCL
-29.3%
+3.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -6.3% |
| 7D | -16.0% | -3.3% | -12.8% | -15.0% |
| 30D | -40.5% | -7.1% | -33.4% | -37.8% |
| 3M | -59.4% | +4.7% | -64.1% | -60.0% |
| 6M | -67.1% | +140.9% | -207.9% | -79.2% |
| YTD | -51.9% | +236.0% | -287.9% | -74.6% |
| 1Y | -62.7% | +217.4% | -280.1% | -79.7% |
| 3Y | +507.7% | +188.7% | +319.0% | +198.7% |
| All | -25.7% | -29.3% | +3.6% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling