+91.9%
IREN vs ALHC
-38.0%
+130.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.6% | +5.6% | +5.2% |
| 7D | +27.5% | -1.0% | +28.4% | +27.7% |
| 30D | +13.8% | -6.3% | +20.2% | +15.3% |
| 3M | -20.7% | -12.3% | -8.4% | -21.0% |
| 6M | +27.9% | -27.0% | +54.9% | +30.8% |
| YTD | +24.3% | -31.8% | +56.1% | +29.0% |
| 1Y | +79.2% | -17.0% | +96.2% | +75.4% |
| 3Y | +904.9% | +159.8% | +745.1% | +473.5% |
| All | +91.9% | -38.0% | +130.0% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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