+79.3%
IREN vs SITM
+131.3%
-52.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | -2.3% |
| 7D | -1.9% | +3.9% | -5.8% | -3.9% |
| 30D | +0.4% | -6.6% | +7.0% | +3.4% |
| 3M | -22.7% | -11.9% | -10.8% | -19.5% |
| 6M | +4.4% | +81.1% | -76.7% | -26.7% |
| YTD | +16.0% | +80.0% | -63.9% | -22.0% |
| 1Y | +33.4% | +145.8% | -112.4% | -29.0% |
| 3Y | +948.6% | +475.9% | +472.7% | +201.4% |
| All | +79.3% | +131.3% | -52.0% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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