-14.8%
IREN vs SAN
+308.3%
-323.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.3% | +6.1% |
| 7D | -4.0% | +3.4% | -7.4% | -6.6% |
| 30D | -40.1% | -6.3% | -33.8% | -38.2% |
| 3M | -47.6% | -14.1% | -33.5% | -42.7% |
| 6M | -62.2% | +4.2% | -66.4% | -63.6% |
| YTD | -44.8% | +9.0% | -53.9% | -48.9% |
| 1Y | -63.7% | +18.8% | -82.4% | -68.5% |
| 3Y | +604.1% | +252.0% | +352.0% | +163.2% |
| All | -14.8% | +308.3% | -323.1% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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