-25.7%
IREN vs SPXS
-83.0%
+57.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -5.6% |
| 7D | -16.0% | -7.5% | -8.5% | -21.3% |
| 30D | -40.5% | +5.3% | -45.9% | -35.3% |
| 3M | -59.4% | +9.7% | -69.1% | -53.6% |
| 6M | -67.1% | -4.6% | -62.5% | -64.6% |
| YTD | -51.9% | -25.8% | -26.1% | -55.3% |
| 1Y | -62.7% | -28.8% | -33.9% | -66.0% |
| 3Y | +507.7% | -80.2% | +587.9% | +202.7% |
| All | -25.7% | -83.0% | +57.3% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling