-11.5%
IREN vs S
-71.0%
+59.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +1.6% | +18.4% | +19.2% |
| 7D | -9.6% | -13.4% | +3.8% | -2.2% |
| 30D | -44.1% | -14.0% | -30.1% | -39.3% |
| 3M | -42.9% | +4.9% | -47.8% | -45.4% |
| 6M | -64.5% | +42.0% | -106.5% | -71.8% |
| YTD | -42.7% | +45.1% | -87.8% | -56.6% |
| 1Y | -67.7% | +33.1% | -100.8% | -74.6% |
| 3Y | +547.9% | +40.6% | +507.3% | +379.2% |
| All | -11.5% | -71.0% | +59.5% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling