+85.6%
IREN vs AVTR
-62.8%
+148.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.5% |
| 7D | +14.6% | +1.6% | +13.0% | +14.0% |
| 30D | +17.1% | +8.4% | +8.7% | +14.0% |
| 3M | -16.0% | +50.2% | -66.2% | -30.6% |
| 6M | +16.8% | +82.6% | -65.8% | -11.9% |
| YTD | +20.1% | +29.8% | -9.7% | +4.0% |
| 1Y | +50.3% | +16.0% | +34.3% | +30.4% |
| 3Y | +871.5% | -26.4% | +898.0% | +905.0% |
| All | +85.6% | -62.8% | +148.3% | +218.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling