+507.7%
IREN vs ACGL
+33.8%
+473.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.1% | -6.5% |
| 7D | -16.0% | +2.2% | -18.2% | -15.0% |
| 30D | -40.5% | +12.3% | -52.8% | -36.8% |
| 3M | -59.4% | +11.8% | -71.2% | -56.7% |
| 6M | -67.1% | +17.5% | -84.5% | -64.2% |
| YTD | -51.9% | +14.3% | -66.2% | -48.0% |
| 1Y | -62.7% | +18.2% | -80.8% | -59.8% |
| 3Y | +507.7% | +33.2% | +474.5% | +643.8% |
| All | +507.7% | +33.8% | +473.9% | +643.8% |
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