-25.7%
IREN vs AME
+77.1%
-102.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.2% | -7.2% |
| 7D | -16.0% | +5.9% | -21.9% | -21.7% |
| 30D | -40.5% | -1.9% | -38.6% | -38.1% |
| 3M | -59.4% | -5.4% | -54.0% | -56.0% |
| 6M | -67.1% | +4.9% | -72.0% | -67.7% |
| YTD | -51.9% | +18.5% | -70.4% | -57.9% |
| 1Y | -62.7% | +25.5% | -88.1% | -69.3% |
| 3Y | +507.7% | +63.0% | +444.7% | +275.2% |
| All | -25.7% | +77.1% | -102.8% | -65.6% |
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