+82.7%
IREN vs AME
+73.7%
+9.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +5.6% |
| 7D | +26.0% | +0.6% | +25.4% | +25.3% |
| 30D | +14.9% | -6.7% | +21.6% | +24.2% |
| 3M | -27.8% | +4.1% | -31.8% | -30.1% |
| 6M | +1.9% | +1.6% | +0.3% | +2.1% |
| YTD | +18.3% | +16.1% | +2.2% | +3.8% |
| 1Y | +71.0% | +27.3% | +43.7% | +34.4% |
| 3Y | +882.0% | +50.9% | +831.1% | +548.3% |
| All | +82.7% | +73.7% | +9.1% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling