-12.4%
IREN vs ALLY
-5.7%
-6.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.9% |
| 7D | -2.8% | -0.2% | -2.6% | -3.3% |
| 30D | -39.2% | +3.4% | -42.6% | -41.5% |
| 3M | -48.1% | -11.1% | -37.0% | -43.2% |
| 6M | -65.0% | -11.5% | -53.5% | -61.4% |
| YTD | -43.3% | -12.3% | -31.0% | -37.6% |
| 1Y | -65.7% | +1.1% | -66.8% | -66.7% |
| 3Y | +620.9% | +64.8% | +556.1% | +362.6% |
| All | -12.4% | -5.7% | -6.7% | -16.1% |
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