+78.5%
IREN vs SLV
+147.6%
-69.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.3% | +1.5% | -0.8% |
| 7D | +4.8% | -5.0% | +9.8% | +7.8% |
| 30D | +9.8% | -1.8% | +11.6% | +11.2% |
| 3M | -15.3% | -0.3% | -15.0% | -14.9% |
| 6M | +14.5% | -28.2% | +42.7% | +35.9% |
| YTD | +15.5% | -10.7% | +26.3% | +12.7% |
| 1Y | +29.8% | +53.7% | -23.9% | -16.5% |
| 3Y | +834.5% | +173.7% | +660.8% | +279.2% |
| All | +78.5% | +147.6% | -69.1% | -28.1% |
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