-20.3%
IREN vs IAG
+405.6%
-425.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.1% | -1.4% | -4.5% |
| 7D | +8.0% | -2.1% | +10.1% | +9.3% |
| 30D | -44.0% | -6.2% | -37.8% | -42.7% |
| 3M | -55.4% | -5.1% | -50.2% | -54.6% |
| 6M | -65.6% | -10.0% | -55.6% | -64.4% |
| YTD | -48.4% | +3.9% | -52.4% | -49.6% |
| 1Y | -65.0% | +18.9% | -83.9% | -67.2% |
| 3Y | +558.1% | +651.8% | -93.6% | +203.3% |
| All | -20.3% | +405.6% | -425.9% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling