-11.5%
IREN vs ALM
+380.5%
-392.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +2.1% | +17.9% | +19.5% |
| 7D | -9.6% | -6.7% | -3.0% | -7.9% |
| 30D | -44.1% | -32.9% | -11.2% | -38.7% |
| 3M | -42.9% | -39.5% | -3.5% | -36.3% |
| 6M | -64.5% | -62.0% | -2.5% | -57.0% |
| YTD | -42.7% | -7.8% | -34.9% | -38.9% |
| 1Y | -67.7% | +26.7% | -94.4% | -67.1% |
| 3Y | +547.9% | +825.4% | -277.5% | +336.4% |
| All | -11.5% | +380.5% | -392.0% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling