+904.9%
IREN vs SMTC
+556.3%
+348.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +10.0% | -4.9% | +0.7% |
| 7D | +27.5% | +22.9% | +4.5% | +16.5% |
| 30D | +13.8% | +16.6% | -2.8% | +5.6% |
| 3M | -20.7% | +2.4% | -23.1% | -23.0% |
| 6M | +27.9% | +98.3% | -70.4% | -7.6% |
| YTD | +24.3% | +120.7% | -96.4% | -14.3% |
| 1Y | +79.2% | +168.3% | -89.1% | +13.8% |
| 3Y | +904.9% | +571.7% | +333.2% | +220.3% |
| All | +904.9% | +556.3% | +348.7% | +220.3% |
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