-20.3%
IREN vs ALLY
-7.0%
-13.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -5.9% |
| 7D | +8.0% | -2.1% | +10.2% | +10.0% |
| 30D | -44.0% | +2.0% | -46.0% | -45.4% |
| 3M | -55.4% | -13.3% | -42.1% | -50.0% |
| 6M | -65.6% | -9.9% | -55.7% | -62.6% |
| YTD | -48.4% | -13.5% | -34.9% | -42.4% |
| 1Y | -65.0% | -2.8% | -62.2% | -64.8% |
| 3Y | +558.1% | +63.4% | +494.7% | +326.4% |
| All | -20.3% | -7.0% | -13.3% | -22.6% |
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