-25.7%
IREN vs SLV
+90.1%
-115.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.2% | -4.5% | -5.4% |
| 7D | -16.0% | -5.8% | -10.2% | -12.8% |
| 30D | -40.5% | -12.1% | -28.4% | -35.8% |
| 3M | -59.4% | -24.1% | -35.3% | -52.0% |
| 6M | -67.1% | -44.4% | -22.7% | -54.0% |
| YTD | -51.9% | -31.5% | -20.4% | -45.0% |
| 1Y | -62.7% | -6.9% | -55.7% | -66.2% |
| 3Y | +507.7% | +116.0% | +391.7% | +184.8% |
| All | -25.7% | +90.1% | -115.7% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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