+82.7%
IREN vs SIMO
+305.1%
-222.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.7% | -1.4% | +3.3% |
| 7D | +26.0% | +4.2% | +21.8% | +23.6% |
| 30D | +14.9% | +4.1% | +10.8% | +11.3% |
| 3M | -27.8% | -12.9% | -14.9% | -24.5% |
| 6M | +1.9% | +110.3% | -108.4% | -33.2% |
| YTD | +18.3% | +178.6% | -160.3% | -36.7% |
| 1Y | +71.0% | +220.0% | -149.0% | -15.1% |
| 3Y | +882.0% | +409.0% | +472.9% | +289.6% |
| All | +82.7% | +305.1% | -222.4% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling