+82.7%
IREN vs AVAV
+60.0%
+22.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.7% | +9.0% | +8.0% |
| 7D | +26.0% | -2.2% | +28.3% | +27.1% |
| 30D | +14.9% | -13.9% | +28.8% | +21.6% |
| 3M | -27.8% | -29.2% | +1.5% | -18.8% |
| 6M | +1.9% | -36.1% | +38.0% | +16.0% |
| YTD | +18.3% | -40.2% | +58.5% | +37.5% |
| 1Y | +71.0% | -36.2% | +107.2% | +95.6% |
| 3Y | +882.0% | +47.5% | +834.5% | +630.0% |
| All | +82.7% | +60.0% | +22.7% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling