+78.5%
IREN vs SCHG
+72.4%
+6.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -2.9% |
| 7D | +4.8% | -2.7% | +7.5% | +10.8% |
| 30D | +9.8% | -2.2% | +12.0% | +15.0% |
| 3M | -15.3% | +6.2% | -21.5% | -24.0% |
| 6M | +14.5% | +13.4% | +1.1% | -7.8% |
| YTD | +15.5% | +7.1% | +8.4% | +5.6% |
| 1Y | +29.8% | +12.5% | +17.2% | +9.8% |
| 3Y | +834.5% | +86.2% | +748.3% | +251.4% |
| All | +78.5% | +72.4% | +6.0% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling