+566.6%
IREN vs SBAC
-7.1%
+573.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.6% | -8.4% | -7.7% |
| 7D | -19.3% | +3.6% | -23.0% | -18.3% |
| 30D | -43.9% | +4.9% | -48.8% | -42.9% |
| 3M | -49.1% | +6.5% | -55.5% | -48.0% |
| 6M | -67.8% | -11.1% | -56.6% | -67.5% |
| YTD | -47.8% | +0.9% | -48.7% | -46.6% |
| 1Y | -67.2% | -1.6% | -65.7% | -66.6% |
| 3Y | +566.6% | -7.0% | +573.5% | +766.2% |
| All | +566.6% | -7.1% | +573.7% | +766.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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