-11.5%
IREN vs ACGL
+166.3%
-177.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -3.0% | +23.0% | +20.0% |
| 7D | -9.6% | +0.9% | -10.5% | -9.7% |
| 30D | -44.1% | +13.7% | -57.8% | -44.4% |
| 3M | -42.9% | +8.0% | -51.0% | -43.2% |
| 6M | -64.5% | +13.3% | -77.8% | -65.2% |
| YTD | -42.7% | +11.8% | -54.5% | -44.3% |
| 1Y | -67.7% | +22.2% | -89.9% | -69.7% |
| 3Y | +547.9% | +32.5% | +515.4% | +475.7% |
| All | -11.5% | +166.3% | -177.8% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling