+78.5%
IREN vs SPOT
+92.1%
-13.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | +4.8% | -6.9% | +11.6% | +8.9% |
| 30D | +9.8% | +4.1% | +5.6% | +5.8% |
| 3M | -15.3% | +3.7% | -19.0% | -19.7% |
| 6M | +14.5% | -1.6% | +16.1% | +10.2% |
| YTD | +15.5% | -10.2% | +25.7% | +15.3% |
| 1Y | +29.8% | -25.9% | +55.7% | +45.1% |
| 3Y | +834.5% | +235.6% | +598.9% | +221.7% |
| All | +78.5% | +92.1% | -13.6% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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