+91.9%
IREN vs AXON
+180.2%
-88.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.0% | +7.0% | +5.8% |
| 7D | +27.5% | -2.5% | +29.9% | +28.4% |
| 30D | +13.8% | -11.5% | +25.3% | +18.1% |
| 3M | -20.7% | +7.3% | -28.0% | -26.0% |
| 6M | +27.9% | -11.9% | +39.8% | +27.5% |
| YTD | +24.3% | -11.0% | +35.3% | +21.4% |
| 1Y | +79.2% | -31.8% | +110.9% | +96.2% |
| 3Y | +904.9% | +135.4% | +769.5% | +348.3% |
| All | +91.9% | +180.2% | -88.2% | -40.2% |
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