+85.6%
IREN vs SHAK
-25.8%
+111.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | +0.3% |
| 7D | +14.6% | -7.2% | +21.8% | +19.3% |
| 30D | +17.1% | -11.8% | +28.9% | +25.4% |
| 3M | -16.0% | +17.2% | -33.2% | -25.7% |
| 6M | +16.8% | -34.1% | +51.0% | +39.1% |
| YTD | +20.1% | -22.4% | +42.5% | +27.4% |
| 1Y | +50.3% | -35.9% | +86.2% | +77.5% |
| 3Y | +871.5% | -3.4% | +874.9% | +621.7% |
| All | +85.6% | -25.8% | +111.3% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling