-11.5%
IREN vs ALK
-27.5%
+16.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +0.6% | +19.4% | +19.6% |
| 7D | -9.6% | +9.0% | -18.7% | -16.6% |
| 30D | -44.1% | -1.6% | -42.4% | -44.5% |
| 3M | -42.9% | -23.2% | -19.8% | -32.7% |
| 6M | -64.5% | -3.9% | -60.6% | -65.0% |
| YTD | -42.7% | -22.6% | -20.1% | -34.7% |
| 1Y | -67.7% | -5.3% | -62.4% | -68.7% |
| 3Y | +547.9% | +18.6% | +529.3% | +332.5% |
| All | -11.5% | -27.5% | +16.0% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling