+78.5%
IREN vs ABNB
-19.0%
+97.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -2.8% |
| 7D | +4.8% | -9.5% | +14.3% | +13.5% |
| 30D | +9.8% | -9.4% | +19.2% | +17.4% |
| 3M | -15.3% | +29.9% | -45.2% | -36.7% |
| 6M | +14.5% | +26.6% | -12.1% | -12.1% |
| YTD | +15.5% | +23.5% | -8.0% | -11.0% |
| 1Y | +29.8% | +35.8% | -6.1% | -10.0% |
| 3Y | +834.5% | +15.0% | +819.5% | +640.3% |
| All | +78.5% | -19.0% | +97.5% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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