-14.8%
IREN vs ASTS
+198.9%
-213.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.7% | -3.1% | +2.6% |
| 7D | -4.0% | +2.8% | -6.8% | -4.6% |
| 30D | -40.1% | -28.8% | -11.3% | -32.3% |
| 3M | -47.6% | -48.9% | +1.3% | -34.0% |
| 6M | -62.2% | -55.6% | -6.6% | -51.9% |
| YTD | -44.8% | -49.6% | +4.8% | -34.0% |
| 1Y | -63.7% | -46.1% | -17.6% | -58.0% |
| 3Y | +604.1% | +749.7% | -145.6% | +126.1% |
| All | -14.8% | +198.9% | -213.7% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling