-11.5%
IREN vs ABCL
-26.9%
+15.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +6.7% | +13.3% | +17.2% |
| 7D | -9.6% | -3.2% | -6.5% | -7.6% |
| 30D | -44.1% | -7.4% | -36.7% | -41.3% |
| 3M | -42.9% | +81.9% | -124.9% | -56.5% |
| 6M | -64.5% | +135.7% | -200.2% | -77.4% |
| YTD | -42.7% | +247.4% | -290.1% | -70.1% |
| 1Y | -67.7% | +162.3% | -229.9% | -80.8% |
| 3Y | +547.9% | +165.5% | +382.4% | +234.1% |
| All | -11.5% | -26.9% | +15.4% | -13.8% |
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