+85.6%
IREN vs AME
+72.6%
+13.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.6% |
| 7D | +14.6% | +1.3% | +13.2% | +13.1% |
| 30D | +17.1% | -6.6% | +23.7% | +26.4% |
| 3M | -16.0% | +3.0% | -19.0% | -17.7% |
| 6M | +16.8% | +5.3% | +11.5% | +12.4% |
| YTD | +20.1% | +15.4% | +4.7% | +6.1% |
| 1Y | +50.3% | +26.8% | +23.5% | +18.8% |
| 3Y | +871.5% | +56.5% | +815.0% | +517.5% |
| All | +85.6% | +72.6% | +13.0% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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