+91.9%
IREN vs AVAV
+64.6%
+27.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.9% | +2.2% | +3.9% |
| 7D | +27.5% | +3.2% | +24.3% | +25.9% |
| 30D | +13.8% | -20.3% | +34.1% | +24.2% |
| 3M | -20.7% | -19.4% | -1.3% | -15.6% |
| 6M | +27.9% | -35.3% | +63.1% | +45.0% |
| YTD | +24.3% | -38.5% | +62.7% | +42.9% |
| 1Y | +79.2% | -37.2% | +116.4% | +106.3% |
| 3Y | +904.9% | +31.1% | +873.8% | +694.2% |
| All | +91.9% | +64.6% | +27.4% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling