+948.6%
IREN vs ADSK
-3.2%
+951.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | -1.9% | -2.5% | +0.6% | -0.8% |
| 30D | +0.4% | -14.9% | +15.2% | +7.9% |
| 3M | -22.7% | +3.3% | -26.0% | -29.6% |
| 6M | +4.4% | -15.7% | +20.1% | +8.0% |
| YTD | +16.0% | -28.2% | +44.3% | +39.0% |
| 1Y | +33.4% | -34.5% | +68.0% | +77.9% |
| 3Y | +948.6% | -2.9% | +951.5% | +762.7% |
| All | +948.6% | -3.2% | +951.8% | +762.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling