-25.7%
IREN vs SE
-76.7%
+51.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.9% | -7.3% |
| 7D | -16.0% | -0.5% | -15.5% | -16.0% |
| 30D | -40.5% | -20.9% | -19.6% | -33.3% |
| 3M | -59.4% | -38.9% | -20.5% | -48.3% |
| 6M | -67.1% | -19.4% | -47.6% | -64.2% |
| YTD | -51.9% | -40.9% | -11.0% | -40.0% |
| 1Y | -62.7% | -46.2% | -16.5% | -51.1% |
| 3Y | +507.7% | +63.7% | +444.0% | +323.8% |
| All | -25.7% | -76.7% | +51.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling