+455.7%
IREN vs AS
+131.9%
+323.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.4% | +8.1% | +6.5% |
| 7D | -4.0% | -3.0% | -1.0% | -2.8% |
| 30D | -40.1% | +9.6% | -49.7% | -42.3% |
| 3M | -47.6% | -8.2% | -39.4% | -46.4% |
| 6M | -62.2% | -9.9% | -52.3% | -61.2% |
| YTD | -44.8% | -16.8% | -28.0% | -42.0% |
| 1Y | -63.7% | +3.0% | -66.7% | -64.3% |
| All | +455.7% | +131.9% | +323.8% | +432.0% |
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