-25.7%
IREN vs AEIS
+146.4%
-172.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.0% | -2.7% | -3.2% |
| 7D | -16.0% | +11.5% | -27.5% | -24.5% |
| 30D | -40.5% | -15.8% | -24.8% | -30.3% |
| 3M | -59.4% | -33.3% | -26.1% | -42.4% |
| 6M | -67.1% | -35.2% | -31.9% | -53.2% |
| YTD | -51.9% | +5.0% | -56.9% | -59.0% |
| 1Y | -62.7% | +8.5% | -71.1% | -69.1% |
| 3Y | +507.7% | +152.9% | +354.8% | +105.9% |
| All | -25.7% | +146.4% | -172.0% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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