-25.7%
IREN vs ALL
+161.8%
-187.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.7% |
| 7D | -16.0% | +5.0% | -21.1% | -15.6% |
| 30D | -40.5% | +13.3% | -53.9% | -40.1% |
| 3M | -59.4% | +3.2% | -62.6% | -59.1% |
| 6M | -67.1% | +25.3% | -92.4% | -67.9% |
| YTD | -51.9% | +30.5% | -82.3% | -53.8% |
| 1Y | -62.7% | +29.2% | -91.9% | -64.1% |
| 3Y | +507.7% | +119.1% | +388.6% | +340.6% |
| All | -25.7% | +161.8% | -187.5% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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