+79.3%
IREN vs SMTC
+83.0%
-3.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -2.1% |
| 7D | -1.9% | +13.1% | -15.0% | -7.8% |
| 30D | +0.4% | +19.5% | -19.1% | -9.3% |
| 3M | -22.7% | +2.2% | -25.0% | -25.4% |
| 6M | +4.4% | +94.9% | -90.5% | -28.5% |
| YTD | +16.0% | +127.0% | -110.9% | -26.7% |
| 1Y | +33.4% | +174.6% | -141.1% | -24.0% |
| 3Y | +948.6% | +615.9% | +332.6% | +158.0% |
| All | +79.3% | +83.0% | -3.7% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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