+91.9%
IREN vs SPYG
+75.2%
+16.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +6.1% |
| 7D | +27.5% | +1.2% | +26.3% | +24.3% |
| 30D | +13.8% | -1.6% | +15.4% | +18.3% |
| 3M | -20.7% | +3.4% | -24.1% | -23.6% |
| 6M | +27.9% | +18.9% | +9.0% | -5.1% |
| YTD | +24.3% | +13.8% | +10.5% | +2.6% |
| 1Y | +79.2% | +20.6% | +58.6% | +35.0% |
| 3Y | +904.9% | +100.5% | +804.4% | +227.0% |
| All | +91.9% | +75.2% | +16.7% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling