+985.4%
IREN vs AVTR
-26.6%
+1,012.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.9% |
| 7D | +14.6% | +1.6% | +13.0% | +14.3% |
| 30D | +17.1% | +8.4% | +8.7% | +15.6% |
| 3M | -16.0% | +50.2% | -66.2% | -24.5% |
| 6M | +16.8% | +82.6% | -65.8% | -0.9% |
| YTD | +20.1% | +29.8% | -9.7% | +10.7% |
| 1Y | +50.3% | +16.0% | +34.3% | +38.9% |
| All | +985.4% | -26.6% | +1,012.0% | +962.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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