-14.8%
IREN vs BAH
+8.4%
-23.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +5.7% |
| 7D | -4.0% | -1.6% | -2.4% | -4.0% |
| 30D | -40.1% | +18.0% | -58.1% | -42.0% |
| 3M | -47.6% | +11.4% | -59.0% | -48.8% |
| 6M | -62.2% | +17.7% | -79.9% | -63.6% |
| YTD | -44.8% | +5.4% | -50.2% | -45.5% |
| 1Y | -63.7% | +2.8% | -66.4% | -64.0% |
| 3Y | +604.1% | -26.7% | +630.7% | +661.1% |
| All | -14.8% | +8.4% | -23.2% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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