+82.7%
IREN vs ALC
-13.8%
+96.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.2% | +9.5% | +8.6% |
| 7D | +26.0% | -2.1% | +28.1% | +27.6% |
| 30D | +14.9% | -0.1% | +15.0% | +14.4% |
| 3M | -27.8% | +5.9% | -33.7% | -31.9% |
| 6M | +1.9% | -15.9% | +17.8% | +12.3% |
| YTD | +18.3% | -10.1% | +28.4% | +22.8% |
| 1Y | +71.0% | -10.2% | +81.2% | +73.7% |
| 3Y | +882.0% | -13.6% | +895.5% | +826.8% |
| All | +82.7% | -13.8% | +96.6% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling