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  • IREN vs SAP✓SelectedUSD · SAPIREN vs SAP performance historyLatest closeAs of+7.27%09/04
Stock and ETF performance explorer

IREN vs SAP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+897.3%
SAP return
+60.5%
Excess return
+836.9%
Maximum drawdown
-65.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioSAPExcessAlpha
1D+7.3%-0.9%+8.2%+7.6%
7D+26.0%-2.9%+28.9%+27.3%
30D+14.9%+9.0%+5.9%+11.1%
3M-27.8%+14.9%-42.7%-31.5%
6M+1.9%+11.9%-10.0%-3.1%
YTD+18.3%-9.9%+28.2%+29.8%
1Y+71.0%-19.5%+90.5%+107.5%
All+897.3%+60.5%+836.9%+442.9%

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 3y: 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…

3y analysis · Full analysis span regression · 6 months rolling