-20.3%
IREN vs SNPS
+30.3%
-50.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.6% |
| 7D | +8.0% | +5.1% | +3.0% | +4.8% |
| 30D | -44.0% | -6.4% | -37.6% | -40.9% |
| 3M | -55.4% | +12.2% | -67.6% | -58.9% |
| 6M | -65.6% | -9.8% | -55.7% | -63.2% |
| YTD | -48.4% | -1.5% | -46.9% | -48.5% |
| 1Y | -65.0% | +16.0% | -81.0% | -68.5% |
| 3Y | +558.1% | -10.8% | +568.9% | +482.0% |
| All | -20.3% | +30.3% | -50.7% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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