+82.7%
IREN vs AIG
+49.0%
+33.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.6% |
| 7D | +26.0% | -0.9% | +27.0% | +26.5% |
| 30D | +14.9% | -4.9% | +19.8% | +16.8% |
| 3M | -27.8% | +4.5% | -32.2% | -30.3% |
| 6M | +1.9% | -1.4% | +3.4% | +0.7% |
| YTD | +18.3% | -9.8% | +28.1% | +21.5% |
| 1Y | +71.0% | -4.5% | +75.5% | +68.1% |
| 3Y | +882.0% | +37.4% | +844.5% | +638.4% |
| All | +82.7% | +49.0% | +33.8% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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