+79.3%
IREN vs AEHR
+292.1%
-212.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -1.9% | +9.8% | -11.7% | -5.2% |
| 30D | +0.4% | -26.7% | +27.1% | +10.7% |
| 3M | -22.7% | -8.1% | -14.6% | -24.5% |
| 6M | +4.4% | +123.1% | -118.7% | -29.6% |
| YTD | +16.0% | +369.0% | -353.0% | -41.9% |
| 1Y | +33.4% | +256.4% | -223.0% | -28.2% |
| 3Y | +948.6% | +96.4% | +852.2% | +480.2% |
| All | +79.3% | +292.1% | -212.8% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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