-19.3%
IREN vs AR
+90.9%
-110.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.3% | -13.1% | -10.1% |
| 7D | -19.3% | -5.8% | -13.6% | -17.8% |
| 30D | -43.9% | +4.8% | -48.8% | -44.7% |
| 3M | -49.1% | +1.5% | -50.6% | -49.6% |
| 6M | -67.8% | +4.7% | -72.5% | -68.9% |
| YTD | -47.8% | +9.2% | -57.0% | -51.7% |
| 1Y | -67.2% | +11.2% | -78.4% | -69.9% |
| 3Y | +566.6% | +46.2% | +520.3% | +449.9% |
| All | -19.3% | +90.9% | -110.2% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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