-14.8%
IREN vs ALK
-23.6%
+8.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.9% | +6.5% |
| 7D | -4.0% | +2.6% | -6.6% | -5.6% |
| 30D | -40.1% | +7.8% | -47.9% | -44.5% |
| 3M | -47.6% | -15.2% | -32.3% | -42.6% |
| 6M | -62.2% | +5.0% | -67.3% | -65.2% |
| YTD | -44.8% | -18.4% | -26.4% | -39.6% |
| 1Y | -63.7% | -2.4% | -61.3% | -65.5% |
| 3Y | +604.1% | +19.8% | +584.3% | +371.6% |
| All | -14.8% | -23.6% | +8.8% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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