-67.4%
IREN vs ADSK
-10.6%
-56.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +7.0% | -18.3% | -7.5% |
| 7D | -24.7% | +11.4% | -36.2% | -19.7% |
| 30D | -46.4% | +21.9% | -68.3% | -40.3% |
| 3M | -46.9% | +13.9% | -60.7% | -41.9% |
| 6M | -56.1% | +9.1% | -65.2% | -49.9% |
| YTD | -42.5% | -8.8% | -33.8% | -39.3% |
| 1Y | -67.4% | -10.2% | -57.2% | -66.0% |
| All | -67.4% | -10.6% | -56.8% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling