-19.3%
IREN vs BAC
+21.7%
-41.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.3% | -8.1% | -8.1% |
| 7D | -19.3% | +2.1% | -21.4% | -21.2% |
| 30D | -43.9% | -6.7% | -37.2% | -39.6% |
| 3M | -49.1% | -20.2% | -28.8% | -36.4% |
| 6M | -67.8% | -0.2% | -67.6% | -68.5% |
| YTD | -47.8% | -6.4% | -41.4% | -45.8% |
| 1Y | -67.2% | -3.1% | -64.1% | -67.2% |
| 3Y | +566.6% | +96.7% | +469.8% | +226.4% |
| All | -19.3% | +21.7% | -41.0% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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