+897.3%
IREN vs ALM
+2,118.4%
-1,221.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.5% | +8.8% | +7.5% |
| 7D | +26.0% | -2.6% | +28.6% | +26.6% |
| 30D | +14.9% | +32.0% | -17.1% | +9.4% |
| 3M | -27.8% | -15.0% | -12.7% | -26.7% |
| 6M | +1.9% | -10.1% | +12.0% | +2.1% |
| YTD | +18.3% | +99.4% | -81.1% | +12.5% |
| 1Y | +71.0% | +316.4% | -245.4% | +57.2% |
| All | +897.3% | +2,118.4% | -1,221.1% | +783.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling