-12.4%
IREN vs SAN
+307.7%
-320.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.1% | -7.2% | -5.2% |
| 7D | -2.8% | +8.7% | -11.5% | -9.4% |
| 30D | -39.2% | -6.5% | -32.7% | -37.1% |
| 3M | -48.1% | -14.2% | -33.9% | -43.2% |
| 6M | -65.0% | +2.7% | -67.7% | -66.0% |
| YTD | -43.3% | +8.9% | -52.2% | -47.4% |
| 1Y | -65.7% | +23.4% | -89.1% | -71.0% |
| 3Y | +620.9% | +257.9% | +362.9% | +166.0% |
| All | -12.4% | +307.7% | -320.1% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling