+91.9%
IREN vs SLB
+96.1%
-4.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.3% |
| 7D | +27.5% | +0.4% | +27.0% | +27.2% |
| 30D | +13.8% | +13.6% | +0.2% | +7.3% |
| 3M | -20.7% | +1.5% | -22.2% | -22.0% |
| 6M | +27.9% | +23.0% | +4.9% | +15.1% |
| YTD | +24.3% | +51.2% | -27.0% | +2.7% |
| 1Y | +79.2% | +63.5% | +15.7% | +42.2% |
| 3Y | +904.9% | +2.5% | +902.4% | +838.3% |
| All | +91.9% | +96.1% | -4.2% | +64.3% |
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