+566.6%
IREN vs SM
-12.9%
+579.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.4% | -9.3% | -8.1% |
| 7D | -19.3% | -19.5% | +0.2% | -15.8% |
| 30D | -43.9% | -20.2% | -23.7% | -41.5% |
| 3M | -49.1% | -6.5% | -42.6% | -48.8% |
| 6M | -67.8% | +1.6% | -69.3% | -68.9% |
| YTD | -47.8% | +61.2% | -109.0% | -59.4% |
| 1Y | -67.2% | +65.4% | -132.6% | -75.0% |
| 3Y | +566.6% | -13.0% | +579.6% | +518.2% |
| All | +566.6% | -12.9% | +579.4% | +518.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling