+82.7%
IREN vs AVTR
-62.6%
+145.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.4% | +8.7% | +7.8% |
| 7D | +26.0% | +2.7% | +23.4% | +24.9% |
| 30D | +14.9% | +12.1% | +2.8% | +10.5% |
| 3M | -27.8% | +57.2% | -85.0% | -41.4% |
| 6M | +1.9% | +73.1% | -71.1% | -21.2% |
| YTD | +18.3% | +30.6% | -12.3% | +2.2% |
| 1Y | +71.0% | +13.5% | +57.5% | +50.0% |
| 3Y | +882.0% | -31.0% | +913.0% | +968.6% |
| All | +82.7% | -62.6% | +145.3% | +212.4% |
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