-65.0%
IREN vs SNAP
-41.1%
-23.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.2% | -4.3% | -5.6% |
| 7D | +8.0% | +2.6% | +5.5% | +6.8% |
| 30D | -44.0% | -19.6% | -24.5% | -38.6% |
| 3M | -55.4% | +0.4% | -55.8% | -55.5% |
| 6M | -65.6% | -5.9% | -59.6% | -65.0% |
| YTD | -48.4% | -35.3% | -13.1% | -36.2% |
| 1Y | -65.0% | -42.6% | -22.5% | -50.0% |
| All | -65.0% | -41.1% | -23.9% | -50.0% |
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