+944.0%
IREN vs AMCR
+8.2%
+935.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | +4.8% | -5.0% | +9.7% | +6.1% |
| 30D | +9.8% | -8.0% | +17.8% | +12.0% |
| 3M | -15.3% | +14.3% | -29.6% | -20.5% |
| 6M | +14.5% | +5.3% | +9.1% | +9.8% |
| YTD | +15.5% | +7.7% | +7.8% | +8.4% |
| 1Y | +29.8% | +10.8% | +18.9% | +19.5% |
| All | +944.0% | +8.2% | +935.8% | +890.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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