-20.3%
IREN vs AG
+4.0%
-24.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.3% | -1.2% | -4.4% |
| 7D | +8.0% | -6.0% | +14.1% | +10.9% |
| 30D | -44.0% | -14.3% | -29.7% | -40.4% |
| 3M | -55.4% | -26.9% | -28.5% | -49.6% |
| 6M | -65.6% | -42.1% | -23.4% | -57.9% |
| YTD | -48.4% | -15.9% | -32.6% | -45.9% |
| 1Y | -65.0% | +11.5% | -76.5% | -67.1% |
| 3Y | +558.1% | +208.0% | +350.1% | +253.9% |
| All | -20.3% | +4.0% | -24.4% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling