-25.7%
IREN vs SPG
+85.0%
-110.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.5% | -6.5% |
| 7D | -16.0% | +2.0% | -18.0% | -17.3% |
| 30D | -40.5% | +17.2% | -57.8% | -48.1% |
| 3M | -59.4% | +6.3% | -65.7% | -61.6% |
| 6M | -67.1% | +18.7% | -85.8% | -72.6% |
| YTD | -51.9% | +30.1% | -82.0% | -63.6% |
| 1Y | -62.7% | +32.8% | -95.4% | -72.3% |
| 3Y | +507.7% | +133.6% | +374.1% | +139.4% |
| All | -25.7% | +85.0% | -110.7% | -69.3% |
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