+78.5%
IREN vs SPXS
-83.1%
+161.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.9% | -5.7% | -2.2% |
| 7D | +4.8% | +6.4% | -1.6% | +10.5% |
| 30D | +9.8% | +6.0% | +3.8% | +16.1% |
| 3M | -15.3% | -11.6% | -3.7% | -20.4% |
| 6M | +14.5% | -28.7% | +43.2% | -4.5% |
| YTD | +15.5% | -26.3% | +41.8% | +1.8% |
| 1Y | +29.8% | -34.9% | +64.7% | +7.4% |
| 3Y | +834.5% | -79.5% | +913.9% | +369.2% |
| All | +78.5% | -83.1% | +161.6% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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