+91.9%
IREN vs ALC
-15.5%
+107.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.0% | +7.0% | +6.2% |
| 7D | +27.5% | -3.7% | +31.1% | +30.2% |
| 30D | +13.8% | -3.7% | +17.6% | +15.8% |
| 3M | -20.7% | +4.6% | -25.3% | -24.7% |
| 6M | +27.9% | -14.6% | +42.5% | +38.5% |
| YTD | +24.3% | -11.9% | +36.1% | +30.5% |
| 1Y | +79.2% | -13.1% | +92.3% | +86.4% |
| 3Y | +904.9% | -15.0% | +919.9% | +855.7% |
| All | +91.9% | -15.5% | +107.5% | +80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling