+91.9%
IREN vs AMCR
-9.8%
+101.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.9% |
| 7D | +27.5% | -1.8% | +29.3% | +28.5% |
| 30D | +13.8% | -6.0% | +19.8% | +16.9% |
| 3M | -20.7% | +18.9% | -39.6% | -29.5% |
| 6M | +27.9% | +5.7% | +22.2% | +21.1% |
| YTD | +24.3% | +11.1% | +13.2% | +11.9% |
| 1Y | +79.2% | +12.7% | +66.5% | +58.2% |
| 3Y | +904.9% | +9.6% | +895.3% | +756.4% |
| All | +91.9% | -9.8% | +101.8% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling