+82.7%
IREN vs ASTS
+408.7%
-325.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.2% |
| 7D | +26.0% | +7.3% | +18.7% | +23.0% |
| 30D | +14.9% | -8.9% | +23.8% | +18.8% |
| 3M | -27.8% | -41.9% | +14.2% | -15.0% |
| 6M | +1.9% | -40.6% | +42.5% | +14.5% |
| YTD | +18.3% | -14.2% | +32.5% | +18.0% |
| 1Y | +71.0% | +48.9% | +22.1% | +39.2% |
| 3Y | +882.0% | +1,461.7% | -579.7% | +148.1% |
| All | +82.7% | +408.7% | -325.9% | -39.3% |
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