+439.8%
IREN vs ASTS
+636.6%
-196.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -15.2% | -1.7% | -12.2% |
| 7D | -31.3% | -29.9% | -1.4% | -22.8% |
| 30D | -56.3% | -52.2% | -4.2% | -44.9% |
| 3M | -53.6% | -55.8% | +2.2% | -40.2% |
| 6M | -67.1% | -52.7% | -14.3% | -59.7% |
| YTD | -52.3% | -58.4% | +6.2% | -39.7% |
| 1Y | -76.4% | -57.1% | -19.3% | -70.7% |
| All | +439.8% | +636.6% | -196.8% | +195.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling