+507.7%
IREN vs IAG
+663.0%
-155.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -7.2% |
| 7D | -16.0% | -7.7% | -8.4% | -13.2% |
| 30D | -40.5% | +1.6% | -42.1% | -41.1% |
| 3M | -59.4% | -2.4% | -57.0% | -59.0% |
| 6M | -67.1% | -7.8% | -59.2% | -66.3% |
| YTD | -51.9% | +5.0% | -56.9% | -52.9% |
| 1Y | -62.7% | +25.7% | -88.3% | -65.4% |
| 3Y | +507.7% | +694.5% | -186.8% | +179.2% |
| All | +507.7% | +663.0% | -155.3% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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