-12.4%
IREN vs S
-68.6%
+56.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.0% | -9.1% | -5.1% |
| 7D | -2.8% | +1.6% | -4.3% | -3.2% |
| 30D | -39.2% | -10.5% | -28.7% | -35.4% |
| 3M | -48.1% | +9.9% | -58.0% | -51.6% |
| 6M | -65.0% | +41.8% | -106.8% | -72.2% |
| YTD | -43.3% | +56.8% | -100.1% | -58.8% |
| 1Y | -65.7% | +39.0% | -104.7% | -73.6% |
| 3Y | +620.9% | +53.8% | +567.0% | +407.7% |
| All | -12.4% | -68.6% | +56.2% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling