-20.3%
IREN vs AVTR
-60.9%
+40.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.3% |
| 7D | +8.0% | +3.2% | +4.9% | +7.0% |
| 30D | -44.0% | +0.5% | -44.5% | -44.0% |
| 3M | -55.4% | +12.1% | -67.5% | -57.1% |
| 6M | -65.6% | +91.2% | -156.7% | -74.4% |
| YTD | -48.4% | +36.3% | -84.7% | -56.1% |
| 1Y | -65.0% | +35.2% | -100.3% | -70.3% |
| 3Y | +558.1% | -15.8% | +573.9% | +530.2% |
| All | -20.3% | -60.9% | +40.6% | +34.2% |
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