+944.0%
IREN vs SITM
+423.6%
+520.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.9% | -4.7% |
| 7D | +4.8% | +4.8% | -0.1% | +2.6% |
| 30D | +9.8% | -9.7% | +19.5% | +14.6% |
| 3M | -15.3% | -9.3% | -6.0% | -13.0% |
| 6M | +14.5% | +69.5% | -55.0% | -13.0% |
| YTD | +15.5% | +70.5% | -55.0% | -15.8% |
| 1Y | +29.8% | +145.3% | -115.5% | -25.7% |
| All | +944.0% | +423.6% | +520.4% | +243.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling