-65.0%
IREN vs SAP
-5.9%
-59.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | +8.0% | -3.9% | +11.9% | +6.8% |
| 30D | -44.0% | +6.5% | -50.5% | -42.9% |
| 3M | -55.4% | +14.7% | -70.0% | -53.6% |
| 6M | -65.6% | +39.9% | -105.5% | -61.6% |
| YTD | -48.4% | -2.0% | -46.5% | -39.3% |
| 1Y | -65.0% | -6.0% | -59.0% | -56.7% |
| All | -65.0% | -5.9% | -59.1% | -56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling