+195.7%
IREN vs SMR
-3.5%
+199.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.8% | +7.4% |
| 7D | +26.0% | +4.4% | +21.6% | +24.4% |
| 30D | +14.9% | +3.4% | +11.5% | +13.8% |
| 3M | -27.8% | -19.2% | -8.6% | -22.1% |
| 6M | +1.9% | -22.6% | +24.6% | +10.0% |
| YTD | +18.3% | -31.5% | +49.8% | +33.2% |
| 1Y | +71.0% | -73.1% | +144.1% | +140.6% |
| 3Y | +882.0% | +55.0% | +827.0% | +684.5% |
| All | +195.7% | -3.5% | +199.2% | +119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling