-64.4%
IREN vs ASTS
-48.3%
-16.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.1% | -15.2% | -7.9% |
| 7D | -2.8% | +1.5% | -4.3% | -3.2% |
| 30D | -39.2% | -27.6% | -11.5% | -29.0% |
| 3M | -48.1% | -48.7% | +0.6% | -29.7% |
| 6M | -65.0% | -50.8% | -14.2% | -55.6% |
| YTD | -43.3% | -49.2% | +5.9% | -31.8% |
| All | -64.4% | -48.3% | -16.1% | -58.9% |
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