-12.4%
IREN vs AXON
+68.1%
-80.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.1% | +0.1% |
| 7D | -2.8% | -28.7% | +26.0% | +9.0% |
| 30D | -39.2% | -28.3% | -10.9% | -32.0% |
| 3M | -48.1% | -46.9% | -1.2% | -35.5% |
| 6M | -65.0% | -24.9% | -40.1% | -63.8% |
| YTD | -43.3% | -46.6% | +3.3% | -33.7% |
| 1Y | -65.7% | -49.7% | -16.0% | -58.5% |
| 3Y | +620.9% | +40.6% | +580.3% | +286.5% |
| All | -12.4% | +68.1% | -80.5% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 10y: compounded portfolio wealth divided by compounded AXON 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…
10y analysis · Full analysis span regression · 6 months rolling