+79.3%
IREN vs SPYM
+74.4%
+4.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -1.7% |
| 7D | -1.9% | -0.8% | -1.1% | +0.1% |
| 30D | +0.4% | -1.1% | +1.4% | +3.5% |
| 3M | -22.7% | +3.9% | -26.6% | -28.5% |
| 6M | +4.4% | +13.6% | -9.2% | -20.3% |
| YTD | +16.0% | +12.7% | +3.3% | -8.3% |
| 1Y | +33.4% | +17.6% | +15.8% | -3.1% |
| 3Y | +948.6% | +77.2% | +871.3% | +240.4% |
| All | +79.3% | +74.4% | +4.9% | -42.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling