+985.4%
IREN vs AEM
+344.0%
+641.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.5% |
| 7D | +14.6% | +3.0% | +11.6% | +12.7% |
| 30D | +17.1% | +12.5% | +4.6% | +10.2% |
| 3M | -16.0% | +26.9% | -43.0% | -26.0% |
| 6M | +16.8% | -9.4% | +26.3% | +20.3% |
| YTD | +20.1% | +20.3% | -0.1% | +11.4% |
| 1Y | +50.3% | +33.8% | +16.5% | +33.5% |
| All | +985.4% | +344.0% | +641.4% | +426.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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