+91.9%
IREN vs SPMO
+144.4%
-52.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +4.1% |
| 7D | +27.5% | +3.4% | +24.1% | +19.8% |
| 30D | +13.8% | +0.5% | +13.3% | +13.8% |
| 3M | -20.7% | +1.9% | -22.6% | -21.9% |
| 6M | +27.9% | +27.8% | +0.1% | -15.4% |
| YTD | +24.3% | +26.7% | -2.4% | -15.1% |
| 1Y | +79.2% | +28.9% | +50.3% | +21.4% |
| 3Y | +904.9% | +160.7% | +744.3% | +143.0% |
| All | +91.9% | +144.4% | -52.5% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling