-14.8%
IREN vs SM
+2.2%
-16.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.6% | +0.1% | +4.1% |
| 7D | -4.0% | +0.3% | -4.3% | -3.9% |
| 30D | -40.1% | -17.3% | -22.8% | -37.1% |
| 3M | -47.6% | -3.6% | -44.0% | -47.6% |
| 6M | -62.2% | +2.9% | -65.1% | -63.9% |
| YTD | -44.8% | +70.2% | -115.0% | -57.8% |
| 1Y | -63.7% | +66.5% | -130.2% | -72.1% |
| 3Y | +604.1% | -8.2% | +612.3% | +555.0% |
| All | -14.8% | +2.2% | -16.9% | -18.7% |
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