-25.7%
IREN vs SPY
+72.0%
-97.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.4% | -5.8% |
| 7D | -16.0% | +2.6% | -18.6% | -21.4% |
| 30D | -40.5% | -2.0% | -38.6% | -36.2% |
| 3M | -59.4% | -2.8% | -56.6% | -55.3% |
| 6M | -67.1% | +2.1% | -69.2% | -66.9% |
| YTD | -51.9% | +11.5% | -63.4% | -59.8% |
| 1Y | -62.7% | +13.5% | -76.1% | -69.9% |
| 3Y | +507.7% | +77.7% | +430.0% | +101.8% |
| All | -25.7% | +72.0% | -97.7% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling