-67.4%
IREN vs ASTS
-47.5%
-19.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -4.1% | -7.1% | -9.3% |
| 7D | -24.7% | -15.8% | -8.9% | -18.1% |
| 30D | -46.4% | -39.0% | -7.3% | -32.4% |
| 3M | -46.9% | -49.3% | +2.5% | -27.5% |
| 6M | -56.1% | -47.9% | -8.2% | -46.3% |
| YTD | -42.5% | -51.0% | +8.4% | -29.9% |
| 1Y | -67.4% | -49.2% | -18.3% | -61.9% |
| All | -67.4% | -47.5% | -19.9% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 1y: compounded portfolio wealth divided by compounded ASTS 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…
1y analysis · Full analysis span regression · 6 months rolling