+79.3%
IREN vs SPYG
+74.5%
+4.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -1.3% |
| 7D | -1.9% | -0.9% | -1.0% | 0.0% |
| 30D | +0.4% | -1.5% | +1.9% | +4.2% |
| 3M | -22.7% | +3.7% | -26.4% | -26.4% |
| 6M | +4.4% | +16.4% | -12.0% | -19.1% |
| YTD | +16.0% | +13.3% | +2.7% | -3.3% |
| 1Y | +33.4% | +17.9% | +15.6% | +5.1% |
| 3Y | +948.6% | +98.3% | +850.2% | +249.1% |
| All | +79.3% | +74.5% | +4.7% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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