-20.3%
IREN vs ARES
+79.4%
-99.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.2% | -3.9% |
| 7D | +8.0% | -0.3% | +8.4% | +8.2% |
| 30D | -44.0% | +15.3% | -59.3% | -51.2% |
| 3M | -55.4% | -5.4% | -50.0% | -54.3% |
| 6M | -65.6% | +10.0% | -75.6% | -69.4% |
| YTD | -48.4% | -14.7% | -33.7% | -44.2% |
| 1Y | -65.0% | -9.7% | -55.3% | -64.1% |
| 3Y | +558.1% | +35.8% | +522.3% | +348.4% |
| All | -20.3% | +79.4% | -99.7% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling