+85.6%
IREN vs ALM
+984.8%
-899.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.4% |
| 7D | +14.6% | +3.6% | +11.0% | +13.7% |
| 30D | +17.1% | +33.8% | -16.7% | +10.1% |
| 3M | -16.0% | +14.8% | -30.8% | -18.5% |
| 6M | +16.8% | -7.0% | +23.8% | +16.8% |
| YTD | +20.1% | +108.1% | -87.9% | +7.5% |
| 1Y | +50.3% | +313.8% | -263.5% | +21.7% |
| 3Y | +871.5% | +2,227.6% | -1,356.1% | +416.4% |
| All | +85.6% | +984.8% | -899.2% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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