+904.9%
IREN vs AG
+272.3%
+632.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.1% | +5.4% |
| 7D | +27.5% | +4.5% | +23.0% | +25.7% |
| 30D | +13.8% | +12.9% | +1.0% | +9.6% |
| 3M | -20.7% | +20.9% | -41.7% | -25.4% |
| 6M | +27.9% | -19.5% | +47.4% | +33.5% |
| YTD | +24.3% | +24.8% | -0.5% | +16.4% |
| 1Y | +79.2% | +120.2% | -41.1% | +42.7% |
| 3Y | +904.9% | +279.0% | +625.9% | +584.5% |
| All | +904.9% | +272.3% | +632.7% | +584.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling