+2,889.2%
IREN vs BAM
+71.9%
+2,817.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.4% | +8.5% | +8.5% |
| 7D | +27.5% | -1.6% | +29.0% | +29.3% |
| 30D | +13.8% | -6.0% | +19.8% | +20.2% |
| 3M | -20.7% | +7.3% | -28.1% | -27.8% |
| 6M | +27.9% | +8.2% | +19.7% | +16.8% |
| YTD | +24.3% | -3.8% | +28.1% | +26.2% |
| 1Y | +79.2% | -10.7% | +89.9% | +96.8% |
| 3Y | +904.9% | +55.3% | +849.6% | +522.0% |
| All | +2,889.2% | +71.9% | +2,817.3% | +1,603.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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