+79.3%
IREN vs ANET
+512.9%
-433.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.2% | -3.6% |
| 7D | -1.9% | +3.0% | -4.9% | -4.1% |
| 30D | +0.4% | -5.2% | +5.5% | +3.7% |
| 3M | -22.7% | +27.6% | -50.3% | -34.8% |
| 6M | +4.4% | +44.4% | -40.0% | -21.0% |
| YTD | +16.0% | +52.3% | -36.3% | -15.6% |
| 1Y | +33.4% | +30.4% | +3.0% | +5.0% |
| 3Y | +948.6% | +313.3% | +635.3% | +270.3% |
| All | +79.3% | +512.9% | -433.7% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ANET.
Daily Out/Under-Performance
Portfolio return minus ANET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ANET 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 ANET 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