+547.9%
IREN vs SIMO
+214.6%
+333.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +4.2% | +15.9% | +17.9% |
| 7D | -9.6% | -22.0% | +12.3% | +3.6% |
| 30D | -44.1% | -43.0% | -1.0% | -25.5% |
| 3M | -42.9% | -39.1% | -3.8% | -28.0% |
| 6M | -64.5% | -33.3% | -31.2% | -57.5% |
| YTD | -42.7% | +77.0% | -119.7% | -65.2% |
| 1Y | -67.7% | +73.0% | -140.7% | -79.9% |
| 3Y | +547.9% | +215.7% | +332.2% | +146.4% |
| All | +547.9% | +214.6% | +333.3% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling