+91.9%
IREN vs SITM
+117.9%
-26.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.2% | +6.1% |
| 7D | +27.5% | +8.4% | +19.1% | +22.7% |
| 30D | +13.8% | -17.4% | +31.2% | +24.8% |
| 3M | -20.7% | -9.8% | -10.9% | -18.0% |
| 6M | +27.9% | +83.0% | -55.1% | -10.6% |
| YTD | +24.3% | +69.6% | -45.3% | -13.9% |
| 1Y | +79.2% | +144.9% | -65.7% | -4.9% |
| 3Y | +904.9% | +429.9% | +475.1% | +202.2% |
| All | +91.9% | +117.9% | -26.0% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling