+79.3%
IREN vs SHAK
-25.0%
+104.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | -1.3% |
| 7D | -1.9% | -8.3% | +6.4% | +2.7% |
| 30D | +0.4% | -12.6% | +13.0% | +8.0% |
| 3M | -22.7% | +9.1% | -31.8% | -28.7% |
| 6M | +4.4% | -31.2% | +35.7% | +21.4% |
| YTD | +16.0% | -21.6% | +37.6% | +22.4% |
| 1Y | +33.4% | -38.8% | +72.2% | +63.1% |
| 3Y | +948.6% | +0.6% | +947.9% | +652.8% |
| All | +79.3% | -25.0% | +104.3% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 5y: compounded portfolio wealth divided by compounded SHAK 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…
5y analysis · Full analysis span regression · 6 months rolling