+82.7%
IREN vs SM
+19.5%
+63.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.5% | +9.8% | +8.0% |
| 7D | +26.0% | +0.1% | +25.9% | +25.9% |
| 30D | +14.9% | +26.3% | -11.4% | +7.2% |
| 3M | -27.8% | +8.7% | -36.4% | -30.5% |
| 6M | +1.9% | +51.7% | -49.8% | -15.4% |
| YTD | +18.3% | +99.0% | -80.8% | -12.5% |
| 1Y | +71.0% | +34.6% | +36.4% | +44.8% |
| 3Y | +882.0% | -7.8% | +889.7% | +831.3% |
| All | +82.7% | +19.5% | +63.3% | +68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling