+2,745.9%
IREN vs BAM
+78.0%
+2,667.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +6.6% |
| 7D | +26.0% | -2.0% | +28.0% | +28.6% |
| 30D | +14.9% | -2.9% | +17.8% | +17.6% |
| 3M | -27.8% | +9.4% | -37.2% | -35.1% |
| 6M | +1.9% | +10.8% | -8.8% | -8.8% |
| YTD | +18.3% | -0.4% | +18.7% | +16.3% |
| 1Y | +71.0% | -10.9% | +81.9% | +89.1% |
| 3Y | +882.0% | +61.3% | +820.7% | +487.5% |
| All | +2,745.9% | +78.0% | +2,667.9% | +1,470.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling