+85.6%
IREN vs SHOP
-23.5%
+109.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.5% | +2.1% | -0.4% |
| 7D | +14.6% | -10.6% | +25.2% | +21.1% |
| 30D | +17.1% | -18.3% | +35.4% | +29.6% |
| 3M | -16.0% | +14.8% | -30.8% | -26.5% |
| 6M | +16.8% | -5.0% | +21.8% | +10.3% |
| YTD | +20.1% | -21.2% | +41.4% | +25.2% |
| 1Y | +50.3% | -11.6% | +61.9% | +45.8% |
| 3Y | +871.5% | +101.2% | +770.3% | +442.0% |
| All | +85.6% | -23.5% | +109.1% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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