-11.5%
IREN vs SNAP
-90.9%
+79.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -2.6% | +22.6% | +21.0% |
| 7D | -9.6% | -7.1% | -2.5% | -7.1% |
| 30D | -44.1% | -14.6% | -29.4% | -40.6% |
| 3M | -42.9% | -5.0% | -38.0% | -42.4% |
| 6M | -64.5% | -18.8% | -45.7% | -62.5% |
| YTD | -42.7% | -38.5% | -4.2% | -33.5% |
| 1Y | -67.7% | -38.1% | -29.6% | -62.6% |
| 3Y | +547.9% | -53.8% | +601.7% | +637.7% |
| All | -11.5% | -90.9% | +79.4% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling