-14.8%
IREN vs SNAP
-90.2%
+75.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.8% | -1.2% | +3.0% |
| 7D | -4.0% | -9.8% | +5.8% | +0.2% |
| 30D | -40.1% | -18.2% | -21.9% | -35.2% |
| 3M | -47.6% | -3.1% | -44.5% | -47.5% |
| 6M | -62.2% | -7.1% | -55.1% | -62.1% |
| YTD | -44.8% | -33.8% | -11.0% | -37.7% |
| 1Y | -63.7% | -39.0% | -24.6% | -57.6% |
| 3Y | +604.1% | -52.8% | +656.9% | +697.3% |
| All | -14.8% | -90.2% | +75.4% | +52.7% |
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