-67.4%
IREN vs SARO
-7.8%
-59.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +1.9% | -13.1% | -12.2% |
| 7D | -24.7% | +15.8% | -40.5% | -31.0% |
| 30D | -46.4% | +22.2% | -68.6% | -52.6% |
| 3M | -46.9% | -16.2% | -30.7% | -39.4% |
| 6M | -56.1% | +4.6% | -60.7% | -60.2% |
| YTD | -42.5% | -10.4% | -32.2% | -36.2% |
| 1Y | -67.4% | -6.5% | -60.9% | -65.3% |
| All | -67.4% | -7.8% | -59.6% | -65.3% |
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