-67.4%
IREN vs ALC
+4.2%
-71.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +6.8% | -18.1% | -7.5% |
| 7D | -24.7% | +10.7% | -35.4% | -20.1% |
| 30D | -46.4% | +20.2% | -66.5% | -41.1% |
| 3M | -46.9% | +8.9% | -55.8% | -43.6% |
| 6M | -56.1% | +5.7% | -61.9% | -52.8% |
| YTD | -42.5% | -1.4% | -41.1% | -36.3% |
| 1Y | -67.4% | +4.7% | -72.1% | -62.7% |
| All | -67.4% | +4.2% | -71.6% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling