-20.3%
IREN vs SAP
+79.0%
-99.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | +8.0% | -3.9% | +11.9% | +10.3% |
| 30D | -44.0% | +6.5% | -50.5% | -47.2% |
| 3M | -55.4% | +14.7% | -70.0% | -60.3% |
| 6M | -65.6% | +39.9% | -105.5% | -75.4% |
| YTD | -48.4% | -2.0% | -46.5% | -50.6% |
| 1Y | -65.0% | -6.0% | -59.0% | -64.7% |
| 3Y | +558.1% | +67.7% | +490.4% | +200.9% |
| All | -20.3% | +79.0% | -99.3% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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