+79.3%
IREN vs AGNC
+25.2%
+54.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -1.9% | -4.7% | +2.8% | +2.4% |
| 30D | +0.4% | -5.7% | +6.0% | +5.7% |
| 3M | -22.7% | +1.9% | -24.6% | -24.8% |
| 6M | +4.4% | +1.8% | +2.6% | +1.8% |
| YTD | +16.0% | +3.4% | +12.6% | +12.9% |
| 1Y | +33.4% | +13.6% | +19.8% | +19.0% |
| 3Y | +948.6% | +60.4% | +888.2% | +610.5% |
| All | +79.3% | +25.2% | +54.1% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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