+85.6%
IREN vs SM
+24.5%
+61.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | +14.6% | -0.2% | +14.8% | +14.6% |
| 30D | +17.1% | +20.3% | -3.2% | +11.1% |
| 3M | -16.0% | +22.9% | -38.9% | -22.3% |
| 6M | +16.8% | +47.8% | -31.0% | -1.6% |
| YTD | +20.1% | +107.5% | -87.3% | -12.1% |
| 1Y | +50.3% | +51.7% | -1.5% | +22.0% |
| 3Y | +871.5% | -0.9% | +872.4% | +801.5% |
| All | +85.6% | +24.5% | +61.0% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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