+384.5%
IREN vs AS
+123.4%
+261.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.4% |
| 7D | -16.0% | -4.9% | -11.2% | -14.5% |
| 30D | -40.5% | +3.9% | -44.4% | -41.6% |
| 3M | -59.4% | -9.6% | -49.8% | -58.2% |
| 6M | -67.1% | -8.7% | -58.4% | -66.4% |
| YTD | -51.9% | -19.8% | -32.1% | -48.7% |
| 1Y | -62.7% | -1.5% | -61.1% | -62.8% |
| All | +384.5% | +123.4% | +261.1% | +370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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