-14.8%
IREN vs SLB
+75.1%
-89.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.1% | +3.5% | +4.8% |
| 7D | -4.0% | -1.2% | -2.8% | -3.2% |
| 30D | -40.1% | +4.5% | -44.6% | -41.0% |
| 3M | -47.6% | -4.6% | -43.0% | -46.8% |
| 6M | -62.2% | -6.3% | -56.0% | -61.6% |
| YTD | -44.8% | +35.0% | -79.8% | -52.3% |
| 1Y | -63.7% | +38.8% | -102.5% | -69.1% |
| 3Y | +604.1% | +3.3% | +600.8% | +559.7% |
| All | -14.8% | +75.1% | -89.8% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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