-11.5%
IREN vs ADP
+44.9%
-56.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.2% | +21.3% | +20.3% |
| 7D | -9.6% | +3.2% | -12.9% | -10.5% |
| 30D | -44.1% | +14.9% | -59.0% | -46.6% |
| 3M | -42.9% | +11.6% | -54.6% | -45.3% |
| 6M | -64.5% | +48.5% | -113.0% | -71.3% |
| YTD | -42.7% | +20.6% | -63.3% | -47.5% |
| 1Y | -67.7% | +23.7% | -91.4% | -71.3% |
| 3Y | +547.9% | +47.8% | +500.1% | +367.3% |
| All | -11.5% | +44.9% | -56.4% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 all: compounded portfolio wealth divided by compounded ADP 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…
all analysis · Full analysis span regression · 6 months rolling