+190.1%
IREN vs SMR
-14.3%
+204.4%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -15.7% | +16.1% | +5.5% |
| 7D | -1.9% | -11.2% | +9.3% | +1.1% |
| 30D | +0.4% | -10.2% | +10.6% | +3.3% |
| 3M | -22.7% | -10.0% | -12.7% | -20.0% |
| 6M | +4.4% | -30.5% | +34.9% | +15.5% |
| YTD | +16.0% | -39.2% | +55.3% | +34.7% |
| 1Y | +33.4% | -75.5% | +109.0% | +92.5% |
| 3Y | +948.6% | +45.4% | +903.1% | +746.2% |
| All | +190.1% | -14.3% | +204.4% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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