-12.4%
IREN vs ACWI
+59.2%
-71.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -8.4% |
| 7D | -2.8% | +0.3% | -3.1% | -3.6% |
| 30D | -39.2% | -2.8% | -36.3% | -33.0% |
| 3M | -48.1% | -3.2% | -44.9% | -41.9% |
| 6M | -65.0% | +1.3% | -66.3% | -64.1% |
| YTD | -43.3% | +11.2% | -54.5% | -53.0% |
| 1Y | -65.7% | +13.8% | -79.4% | -73.0% |
| 3Y | +620.9% | +76.2% | +544.7% | +113.3% |
| All | -12.4% | +59.2% | -71.7% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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