+78.5%
IREN vs ARES
+74.0%
+4.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -1.5% |
| 7D | +4.8% | -7.7% | +12.5% | +11.9% |
| 30D | +9.8% | -8.7% | +18.5% | +18.2% |
| 3M | -15.3% | +2.8% | -18.1% | -18.6% |
| 6M | +14.5% | +23.1% | -8.6% | -7.6% |
| YTD | +15.5% | -17.3% | +32.8% | +31.1% |
| 1Y | +29.8% | -24.3% | +54.1% | +56.6% |
| 3Y | +834.5% | +34.9% | +799.6% | +553.2% |
| All | +78.5% | +74.0% | +4.5% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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