-67.4%
IREN vs SGI
-10.7%
-56.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +6.8% | -18.1% | -12.8% |
| 7D | -24.7% | +12.1% | -36.8% | -27.3% |
| 30D | -46.4% | +12.1% | -58.4% | -48.3% |
| 3M | -46.9% | +0.4% | -47.3% | -46.8% |
| 6M | -56.1% | -4.0% | -52.1% | -55.9% |
| YTD | -42.5% | -21.2% | -21.3% | -42.5% |
| 1Y | -67.4% | -12.1% | -55.3% | -64.4% |
| All | -67.4% | -10.7% | -56.7% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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