-25.7%
IREN vs AKAM
-23.0%
-2.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.1% |
| 7D | -16.0% | +2.8% | -18.8% | -17.2% |
| 30D | -40.5% | -6.9% | -33.7% | -38.1% |
| 3M | -59.4% | -31.8% | -27.6% | -51.9% |
| 6M | -67.1% | -47.0% | -20.1% | -57.0% |
| YTD | -51.9% | -2.1% | -49.8% | -52.4% |
| 1Y | -62.7% | -3.7% | -59.0% | -62.8% |
| 3Y | +507.7% | -23.0% | +530.7% | +542.0% |
| All | -25.7% | -23.0% | -2.7% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 5y: compounded portfolio wealth divided by compounded AKAM 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…
5y analysis · Full analysis span regression · 6 months rolling