-20.3%
IREN vs SPY
+72.6%
-92.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.2% | -5.6% |
| 7D | +8.0% | +3.3% | +4.8% | -0.5% |
| 30D | -44.0% | -2.7% | -41.3% | -38.7% |
| 3M | -55.4% | -1.7% | -53.6% | -52.2% |
| 6M | -65.6% | +3.1% | -68.6% | -66.2% |
| YTD | -48.4% | +11.9% | -60.3% | -57.3% |
| 1Y | -65.0% | +12.0% | -77.0% | -70.8% |
| 3Y | +558.1% | +78.2% | +479.9% | +116.9% |
| All | -20.3% | +72.6% | -92.9% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling