+79.3%
IREN vs SPXL
+112.1%
-32.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -1.7% |
| 7D | -1.9% | -2.5% | +0.6% | +0.2% |
| 30D | +0.4% | -4.2% | +4.6% | +4.3% |
| 3M | -22.7% | +8.1% | -30.8% | -26.9% |
| 6M | +4.4% | +35.6% | -31.2% | -16.9% |
| YTD | +16.0% | +28.8% | -12.8% | -2.8% |
| 1Y | +33.4% | +39.8% | -6.4% | +5.4% |
| 3Y | +948.6% | +221.4% | +727.2% | +350.8% |
| All | +79.3% | +112.1% | -32.8% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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