-25.7%
IREN vs AVTR
-61.1%
+35.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.5% |
| 7D | -16.0% | +0.5% | -16.5% | -16.1% |
| 30D | -40.5% | -1.0% | -39.5% | -40.1% |
| 3M | -59.4% | +12.2% | -71.6% | -61.0% |
| 6M | -67.1% | +97.5% | -164.5% | -75.9% |
| YTD | -51.9% | +35.6% | -87.5% | -59.0% |
| 1Y | -62.7% | +32.8% | -95.5% | -68.0% |
| 3Y | +507.7% | -16.5% | +524.2% | +484.2% |
| All | -25.7% | -61.1% | +35.4% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling