+79.3%
IREN vs SPY
+73.8%
+5.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -1.7% |
| 7D | -1.9% | -0.8% | -1.1% | 0.0% |
| 30D | +0.4% | -1.1% | +1.4% | +3.4% |
| 3M | -22.7% | +3.9% | -26.6% | -28.3% |
| 6M | +4.4% | +13.6% | -9.2% | -19.7% |
| YTD | +16.0% | +12.7% | +3.4% | -7.7% |
| 1Y | +33.4% | +17.5% | +15.9% | -2.2% |
| 3Y | +948.6% | +76.9% | +871.7% | +248.2% |
| All | +79.3% | +73.8% | +5.5% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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