+82.7%
IREN vs SNAP
-90.0%
+172.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.0% | +11.3% | +8.8% |
| 7D | +26.0% | +0.7% | +25.3% | +25.6% |
| 30D | +14.9% | +2.6% | +12.3% | +13.1% |
| 3M | -27.8% | -9.9% | -17.9% | -26.1% |
| 6M | +1.9% | +1.9% | +0.1% | -1.5% |
| YTD | +18.3% | -32.2% | +50.5% | +32.8% |
| 1Y | +71.0% | -22.8% | +93.8% | +79.3% |
| 3Y | +882.0% | -47.6% | +929.6% | +964.5% |
| All | +82.7% | -90.0% | +172.7% | +225.6% |
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