-62.7%
IREN vs ASTS
-49.1%
-13.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.5% | -1.2% | -4.0% |
| 7D | -16.0% | +0.8% | -16.9% | -16.8% |
| 30D | -40.5% | -22.6% | -17.9% | -32.3% |
| 3M | -59.4% | -54.4% | -5.0% | -41.9% |
| 6M | -67.1% | -56.4% | -10.6% | -55.0% |
| YTD | -51.9% | -55.1% | +3.2% | -37.8% |
| 1Y | -62.7% | -46.9% | -15.7% | -54.7% |
| All | -62.7% | -49.1% | -13.6% | -54.7% |
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