+91.9%
IREN vs ACGL
+137.6%
-45.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.4% | +7.5% | +5.2% |
| 7D | +27.5% | -2.9% | +30.4% | +27.7% |
| 30D | +13.8% | -2.8% | +16.6% | +14.0% |
| 3M | -20.7% | +6.8% | -27.5% | -22.3% |
| 6M | +27.9% | -1.5% | +29.4% | +26.8% |
| YTD | +24.3% | -0.2% | +24.5% | +21.4% |
| 1Y | +79.2% | +5.3% | +73.9% | +71.0% |
| 3Y | +904.9% | +30.3% | +874.6% | +741.1% |
| All | +91.9% | +137.6% | -45.6% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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