-63.7%
IREN vs SNAP
-38.5%
-25.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.8% | -1.2% | +2.9% |
| 7D | -4.0% | -9.8% | +5.8% | +0.6% |
| 30D | -40.1% | -18.2% | -21.9% | -34.9% |
| 3M | -47.6% | -3.1% | -44.5% | -47.1% |
| 6M | -62.2% | -7.1% | -55.1% | -61.2% |
| YTD | -44.8% | -33.8% | -11.0% | -34.1% |
| 1Y | -63.7% | -39.0% | -24.6% | -53.3% |
| All | -63.7% | -38.5% | -25.2% | -53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling