-20.3%
IREN vs ALC
-12.2%
-8.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.7% | -6.1% |
| 7D | +8.0% | -6.2% | +14.2% | +11.4% |
| 30D | -44.0% | +14.0% | -58.0% | -49.1% |
| 3M | -55.4% | -2.4% | -53.0% | -55.7% |
| 6M | -65.6% | +12.6% | -78.2% | -69.6% |
| YTD | -48.4% | -8.4% | -40.0% | -48.0% |
| 1Y | -65.0% | -9.1% | -55.9% | -64.8% |
| 3Y | +558.1% | -0.3% | +558.4% | +412.1% |
| All | -20.3% | -12.2% | -8.1% | -28.4% |
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