+507.7%
IREN vs SIMO
+221.6%
+286.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.6% | -1.1% | -3.8% |
| 7D | -16.0% | +4.1% | -20.1% | -17.7% |
| 30D | -40.5% | -24.0% | -16.6% | -31.1% |
| 3M | -59.4% | -31.8% | -27.6% | -51.4% |
| 6M | -67.1% | -36.9% | -30.2% | -59.7% |
| YTD | -51.9% | +84.8% | -136.7% | -71.4% |
| 1Y | -62.7% | +99.0% | -161.6% | -79.1% |
| 3Y | +507.7% | +217.9% | +289.8% | +112.6% |
| All | +507.7% | +221.6% | +286.1% | +112.6% |
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