-19.3%
IREN vs SE
-76.2%
+56.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.5% | -6.4% | -7.1% |
| 7D | -19.3% | 0.0% | -19.4% | -19.3% |
| 30D | -43.9% | -19.4% | -24.6% | -37.6% |
| 3M | -49.1% | -33.1% | -16.0% | -38.4% |
| 6M | -67.8% | -11.4% | -56.3% | -66.6% |
| YTD | -47.8% | -39.8% | -8.0% | -35.3% |
| 1Y | -67.2% | -50.5% | -16.7% | -55.1% |
| 3Y | +566.6% | +68.9% | +497.7% | +358.7% |
| All | -19.3% | -76.2% | +56.9% | +5.4% |
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