-14.8%
IREN vs ALLY
-6.3%
-8.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +4.3% |
| 7D | -4.0% | -2.8% | -1.2% | -1.6% |
| 30D | -40.1% | +1.9% | -42.0% | -41.6% |
| 3M | -47.6% | -12.1% | -35.5% | -42.0% |
| 6M | -62.2% | -9.0% | -53.2% | -59.3% |
| YTD | -44.8% | -12.9% | -31.9% | -38.8% |
| 1Y | -63.7% | -0.1% | -63.6% | -64.4% |
| 3Y | +604.1% | +64.6% | +539.5% | +353.2% |
| All | -14.8% | -6.3% | -8.4% | -17.7% |
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