+91.9%
IREN vs SPYM
+74.8%
+17.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.6% | +5.6% | +6.5% |
| 7D | +27.5% | +0.6% | +26.9% | +25.6% |
| 30D | +13.8% | -0.9% | +14.7% | +16.8% |
| 3M | -20.7% | +3.9% | -24.6% | -26.5% |
| 6M | +27.9% | +14.5% | +13.3% | -4.3% |
| YTD | +24.3% | +13.0% | +11.3% | -2.4% |
| 1Y | +79.2% | +19.4% | +59.8% | +25.3% |
| 3Y | +904.9% | +78.9% | +826.1% | +218.8% |
| All | +91.9% | +74.8% | +17.2% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPYM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling