-25.7%
IREN vs SAP
+79.7%
-105.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -7.0% |
| 7D | -16.0% | +0.6% | -16.7% | -16.3% |
| 30D | -40.5% | +6.5% | -47.1% | -43.9% |
| 3M | -59.4% | +12.2% | -71.6% | -63.4% |
| 6M | -67.1% | +46.1% | -113.1% | -77.3% |
| YTD | -51.9% | -1.6% | -50.3% | -54.0% |
| 1Y | -62.7% | -5.1% | -57.5% | -62.7% |
| 3Y | +507.7% | +68.4% | +439.3% | +177.0% |
| All | -25.7% | +79.7% | -105.3% | -69.8% |
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