-12.4%
IREN vs ALM
+419.3%
-431.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.1% | -9.1% | -2.9% |
| 7D | -2.8% | +0.7% | -3.5% | -2.7% |
| 30D | -39.2% | -26.1% | -13.1% | -34.8% |
| 3M | -48.1% | -38.1% | -10.0% | -42.5% |
| 6M | -65.0% | -55.4% | -9.6% | -58.9% |
| YTD | -43.3% | -0.4% | -42.9% | -40.7% |
| 1Y | -65.7% | +25.4% | -91.0% | -65.3% |
| 3Y | +620.9% | +907.8% | -286.9% | +375.8% |
| All | -12.4% | +419.3% | -431.7% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling