+91.9%
IREN vs ALLY
+2.5%
+89.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.3% | +8.4% | +7.9% |
| 7D | +27.5% | +1.0% | +26.4% | +26.2% |
| 30D | +13.8% | -3.3% | +17.1% | +17.2% |
| 3M | -20.7% | +0.5% | -21.2% | -20.7% |
| 6M | +27.9% | +12.6% | +15.3% | +15.7% |
| YTD | +24.3% | -4.7% | +28.9% | +28.8% |
| 1Y | +79.2% | +5.2% | +74.0% | +70.6% |
| 3Y | +904.9% | +66.5% | +838.4% | +544.0% |
| All | +91.9% | +2.5% | +89.4% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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