-20.3%
IREN vs AME
+76.3%
-96.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -7.2% |
| 7D | +8.0% | +8.1% | -0.1% | -1.2% |
| 30D | -44.0% | -3.8% | -40.3% | -40.4% |
| 3M | -55.4% | -6.6% | -48.8% | -50.9% |
| 6M | -65.6% | +4.6% | -70.1% | -66.1% |
| YTD | -48.4% | +17.9% | -66.4% | -54.6% |
| 1Y | -65.0% | +23.2% | -88.3% | -70.6% |
| 3Y | +558.1% | +62.9% | +495.2% | +306.9% |
| All | -20.3% | +76.3% | -96.7% | -62.9% |
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