-20.3%
IREN vs SPG
+85.5%
-105.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.2% |
| 7D | +8.0% | +3.1% | +4.9% | +5.6% |
| 30D | -44.0% | +16.4% | -60.4% | -50.8% |
| 3M | -55.4% | +7.1% | -62.4% | -58.1% |
| 6M | -65.6% | +16.1% | -81.6% | -70.7% |
| YTD | -48.4% | +30.4% | -78.9% | -61.0% |
| 1Y | -65.0% | +33.0% | -98.0% | -74.1% |
| 3Y | +558.1% | +134.6% | +423.5% | +158.1% |
| All | -20.3% | +85.5% | -105.9% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling