+85.6%
IREN vs SNAP
-90.2%
+175.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.5% |
| 7D | +14.6% | -5.0% | +19.6% | +16.7% |
| 30D | +17.1% | -0.7% | +17.9% | +16.7% |
| 3M | -16.0% | -5.0% | -11.0% | -16.0% |
| 6M | +16.8% | +3.5% | +13.3% | +12.1% |
| YTD | +20.1% | -34.2% | +54.3% | +36.3% |
| 1Y | +50.3% | -27.1% | +77.3% | +61.0% |
| 3Y | +871.5% | -43.5% | +915.0% | +925.1% |
| All | +85.6% | -90.2% | +175.8% | +234.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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