-67.4%
IREN vs SCHG
+5.5%
-72.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +1.3% | -12.5% | -15.0% |
| 7D | -24.7% | -2.5% | -22.2% | -18.3% |
| 30D | -46.4% | -5.4% | -40.9% | -35.3% |
| 3M | -46.9% | -2.2% | -44.7% | -42.1% |
| 6M | -56.1% | +5.2% | -61.3% | -60.2% |
| YTD | -42.5% | +6.8% | -49.3% | -48.1% |
| 1Y | -67.4% | +5.9% | -73.3% | -69.6% |
| All | -67.4% | +5.5% | -72.9% | -69.6% |
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