-19.3%
IREN vs SIMO
+168.1%
-187.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.7% | -6.1% | -7.0% |
| 7D | -19.3% | -16.0% | -3.3% | -11.5% |
| 30D | -43.9% | -35.8% | -8.2% | -30.3% |
| 3M | -49.1% | -26.5% | -22.6% | -41.6% |
| 6M | -67.8% | -33.0% | -34.8% | -61.9% |
| YTD | -47.8% | +84.3% | -132.1% | -66.1% |
| 1Y | -67.2% | +82.0% | -149.2% | -78.4% |
| 3Y | +566.6% | +218.5% | +348.1% | +227.5% |
| All | -19.3% | +168.1% | -187.4% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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