+79.3%
IREN vs SPMO
+140.9%
-61.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | -0.6% |
| 7D | -1.9% | -0.9% | -1.0% | 0.0% |
| 30D | +0.4% | -1.9% | +2.3% | +5.0% |
| 3M | -22.7% | -1.4% | -21.4% | -19.2% |
| 6M | +4.4% | +25.5% | -21.1% | -28.4% |
| YTD | +16.0% | +24.8% | -8.8% | -18.4% |
| 1Y | +33.4% | +24.5% | +8.9% | -3.8% |
| 3Y | +948.6% | +157.1% | +791.4% | +160.6% |
| All | +79.3% | +140.9% | -61.7% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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