-11.5%
IREN vs ASTS
+163.9%
-175.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +7.1% | +13.0% | +17.6% |
| 7D | -9.6% | -21.1% | +11.4% | -1.1% |
| 30D | -44.1% | -46.7% | +2.6% | -30.0% |
| 3M | -42.9% | -52.0% | +9.1% | -26.1% |
| 6M | -64.5% | -54.3% | -10.3% | -55.3% |
| YTD | -42.7% | -55.5% | +12.8% | -28.1% |
| 1Y | -67.7% | -50.5% | -17.2% | -61.4% |
| 3Y | +547.9% | +706.2% | -158.3% | +111.0% |
| All | -11.5% | +163.9% | -175.4% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling