+85.6%
IREN vs BAH
-9.9%
+95.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | +14.6% | -1.3% | +15.9% | +14.8% |
| 30D | +17.1% | -6.6% | +23.7% | +18.5% |
| 3M | -16.0% | -7.2% | -8.9% | -14.7% |
| 6M | +16.8% | -10.0% | +26.8% | +19.0% |
| YTD | +20.1% | -12.5% | +32.6% | +23.1% |
| 1Y | +50.3% | -27.9% | +78.2% | +60.6% |
| 3Y | +871.5% | -31.4% | +902.9% | +967.8% |
| All | +85.6% | -9.9% | +95.5% | +79.1% |
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