+71.0%
IREN vs SCHG
+16.6%
+54.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.1% | +9.7% |
| 7D | +26.0% | -0.7% | +26.7% | +28.4% |
| 30D | +14.9% | +0.2% | +14.7% | +14.1% |
| 3M | -27.8% | +2.2% | -30.0% | -30.9% |
| 6M | +1.9% | +15.0% | -13.1% | -27.5% |
| YTD | +18.3% | +9.2% | +9.1% | -2.1% |
| 1Y | +71.0% | +15.7% | +55.3% | +41.0% |
| All | +71.0% | +16.6% | +54.4% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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