+78.5%
IREN vs SPG
+62.6%
+15.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.9% |
| 7D | +4.8% | -2.2% | +7.0% | +6.7% |
| 30D | +9.8% | -5.8% | +15.6% | +15.1% |
| 3M | -15.3% | -2.8% | -12.5% | -15.6% |
| 6M | +14.5% | +8.9% | +5.6% | +2.7% |
| YTD | +15.5% | +14.3% | +1.3% | -2.3% |
| 1Y | +29.8% | +19.5% | +10.3% | +4.0% |
| 3Y | +834.5% | +106.9% | +727.6% | +310.0% |
| All | +78.5% | +62.6% | +15.9% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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