+71.0%
IREN vs SARO
-7.4%
+78.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.6% | +6.9% |
| 7D | +26.0% | -0.8% | +26.8% | +26.6% |
| 30D | +14.9% | -20.0% | +34.9% | +31.1% |
| 3M | -27.8% | -2.9% | -24.9% | -27.5% |
| 6M | +1.9% | -17.7% | +19.6% | +16.3% |
| YTD | +18.3% | -13.5% | +31.8% | +33.5% |
| 1Y | +71.0% | -9.7% | +80.7% | +93.9% |
| All | +71.0% | -7.4% | +78.4% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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