+78.5%
IREN vs AEE
+43.3%
+35.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.7% |
| 7D | +4.8% | -0.7% | +5.5% | +4.8% |
| 30D | +9.8% | -2.0% | +11.8% | +10.0% |
| 3M | -15.3% | -2.8% | -12.5% | -15.4% |
| 6M | +14.5% | -3.6% | +18.1% | +14.4% |
| YTD | +15.5% | +7.3% | +8.2% | +13.3% |
| 1Y | +29.8% | +8.7% | +21.1% | +27.0% |
| 3Y | +834.5% | +46.0% | +788.5% | +746.8% |
| All | +78.5% | +43.3% | +35.2% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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