+82.7%
IREN vs IAG
+504.1%
-421.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.2% | +9.5% | +8.1% |
| 7D | +26.0% | -0.5% | +26.6% | +26.2% |
| 30D | +14.9% | +28.9% | -14.0% | +4.2% |
| 3M | -27.8% | +19.1% | -46.9% | -32.5% |
| 6M | +1.9% | -10.3% | +12.2% | +4.5% |
| YTD | +18.3% | +24.2% | -5.9% | +8.3% |
| 1Y | +71.0% | +116.5% | -45.5% | +29.0% |
| 3Y | +882.0% | +742.8% | +139.2% | +330.7% |
| All | +82.7% | +504.1% | -421.4% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling