+566.6%
IREN vs SPG
+136.6%
+429.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.6% | -8.5% | -8.1% |
| 7D | -19.3% | +5.6% | -24.9% | -20.8% |
| 30D | -43.9% | +17.6% | -61.5% | -47.4% |
| 3M | -49.1% | +7.5% | -56.5% | -50.4% |
| 6M | -67.8% | +18.5% | -86.3% | -70.9% |
| YTD | -47.8% | +30.9% | -78.7% | -55.7% |
| 1Y | -67.2% | +34.1% | -101.3% | -72.7% |
| 3Y | +566.6% | +135.5% | +431.0% | +437.6% |
| All | +566.6% | +136.6% | +429.9% | +437.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling