-14.8%
IREN vs AMC
-99.2%
+84.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.8% | +5.9% |
| 7D | -4.0% | -2.8% | -1.2% | -3.1% |
| 30D | -40.1% | +14.0% | -54.1% | -41.9% |
| 3M | -47.6% | +42.5% | -90.1% | -52.1% |
| 6M | -62.2% | +142.6% | -204.8% | -70.6% |
| YTD | -44.8% | +119.2% | -164.1% | -56.8% |
| 1Y | -63.7% | +40.7% | -104.4% | -68.4% |
| 3Y | +604.1% | -57.3% | +661.4% | +627.0% |
| All | -14.8% | -99.2% | +84.4% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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