+507.7%
IREN vs SMTC
+698.5%
-190.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.1% | -2.7% | -4.8% |
| 7D | -16.0% | +11.0% | -27.1% | -20.3% |
| 30D | -40.5% | -28.5% | -12.0% | -30.7% |
| 3M | -59.4% | -14.2% | -45.2% | -57.0% |
| 6M | -67.1% | -18.0% | -49.1% | -64.9% |
| YTD | -51.9% | +55.5% | -107.4% | -61.1% |
| 1Y | -62.7% | +69.5% | -132.2% | -70.7% |
| 3Y | +507.7% | +699.7% | -192.0% | +89.0% |
| All | +507.7% | +698.5% | -190.8% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling