+325.6%
IREN vs AMRZ
-19.2%
+344.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.6% |
| 7D | +14.6% | -4.7% | +19.2% | +16.2% |
| 30D | +17.1% | -11.3% | +28.4% | +21.4% |
| 3M | -16.0% | -22.1% | +6.0% | -9.0% |
| 6M | +16.8% | -29.6% | +46.4% | +29.6% |
| YTD | +20.1% | -23.3% | +43.4% | +34.3% |
| 1Y | +50.3% | -23.7% | +74.0% | +63.8% |
| All | +325.6% | -19.2% | +344.8% | +371.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling