+78.5%
IREN vs AG
+49.8%
+28.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.0% | -1.9% |
| 7D | +4.8% | -5.8% | +10.6% | +7.1% |
| 30D | +9.8% | +6.4% | +3.4% | +7.2% |
| 3M | -15.3% | +28.4% | -43.7% | -23.3% |
| 6M | +14.5% | -24.5% | +38.9% | +24.5% |
| YTD | +15.5% | +21.2% | -5.6% | +5.0% |
| 1Y | +29.8% | +114.1% | -84.3% | -8.0% |
| 3Y | +834.5% | +268.0% | +566.4% | +364.1% |
| All | +78.5% | +49.8% | +28.6% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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