+426.1%
IREN vs AS
+137.8%
+288.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.8% | -6.0% | -7.2% |
| 7D | -19.3% | +4.5% | -23.8% | -20.6% |
| 30D | -43.9% | +13.2% | -57.2% | -46.6% |
| 3M | -49.1% | -11.9% | -37.2% | -47.1% |
| 6M | -67.8% | -11.6% | -56.2% | -66.6% |
| YTD | -47.8% | -14.7% | -33.1% | -45.5% |
| 1Y | -67.2% | +5.7% | -72.9% | -68.1% |
| All | +426.1% | +137.8% | +288.4% | +399.7% |
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