+91.9%
IREN vs SIMO
+330.1%
-238.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.2% | -1.1% | +2.2% |
| 7D | +27.5% | +14.6% | +12.9% | +19.8% |
| 30D | +13.8% | +6.2% | +7.6% | +9.9% |
| 3M | -20.7% | +3.6% | -24.3% | -23.3% |
| 6M | +27.9% | +130.8% | -102.9% | -19.9% |
| YTD | +24.3% | +195.8% | -171.5% | -35.3% |
| 1Y | +79.2% | +225.0% | -145.8% | -11.2% |
| 3Y | +904.9% | +452.3% | +452.6% | +284.8% |
| All | +91.9% | +330.1% | -238.2% | -21.4% |
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