+547.9%
IREN vs ACGL
+31.5%
+516.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -3.0% | +23.0% | +18.5% |
| 7D | -9.6% | +0.9% | -10.5% | -8.8% |
| 30D | -44.1% | +13.7% | -57.8% | -40.4% |
| 3M | -42.9% | +8.0% | -51.0% | -40.2% |
| 6M | -64.5% | +13.3% | -77.8% | -62.0% |
| YTD | -42.7% | +11.8% | -54.5% | -38.9% |
| 1Y | -67.7% | +22.2% | -89.9% | -66.1% |
| 3Y | +547.9% | +32.5% | +515.4% | +697.4% |
| All | +547.9% | +31.5% | +516.4% | +697.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling