+547.9%
IREN vs ALC
+2.3%
+545.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -2.1% | +22.1% | +20.0% |
| 7D | -9.6% | +4.9% | -14.5% | -9.8% |
| 30D | -44.1% | +19.0% | -63.0% | -44.8% |
| 3M | -42.9% | +7.8% | -50.7% | -43.2% |
| 6M | -64.5% | +14.6% | -79.1% | -65.2% |
| YTD | -42.7% | -4.4% | -38.3% | -41.2% |
| 1Y | -67.7% | +1.4% | -69.1% | -67.6% |
| 3Y | +547.9% | +2.5% | +545.4% | +473.4% |
| All | +547.9% | +2.3% | +545.6% | +473.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling