-12.4%
IREN vs ASTS
+201.1%
-213.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.1% | -15.2% | -5.9% |
| 7D | -2.8% | +1.5% | -4.3% | -2.9% |
| 30D | -39.2% | -27.6% | -11.5% | -31.6% |
| 3M | -48.1% | -48.7% | +0.6% | -34.7% |
| 6M | -65.0% | -50.8% | -14.2% | -57.2% |
| YTD | -43.3% | -49.2% | +5.9% | -32.4% |
| 1Y | -65.7% | -46.7% | -19.0% | -60.2% |
| 3Y | +620.9% | +793.2% | -172.3% | +126.4% |
| All | -12.4% | +201.1% | -213.6% | -65.2% |
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