+507.7%
IREN vs BAM
+85.6%
+422.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -7.0% | -7.0% |
| 7D | -16.0% | -2.7% | -13.4% | -13.8% |
| 30D | -40.5% | +15.5% | -56.1% | -49.9% |
| 3M | -59.4% | -6.9% | -52.6% | -57.2% |
| 6M | -67.1% | +9.9% | -77.0% | -71.3% |
| YTD | -51.9% | +1.4% | -53.3% | -54.6% |
| 1Y | -62.7% | +3.3% | -65.9% | -65.6% |
| 3Y | +507.7% | +83.6% | +424.1% | +144.7% |
| All | +507.7% | +85.6% | +422.1% | +144.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling