+985.4%
IREN vs SPYM
+77.0%
+908.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -1.9% |
| 7D | +14.6% | -0.4% | +14.9% | +15.8% |
| 30D | +17.1% | -1.4% | +18.5% | +22.5% |
| 3M | -16.0% | +3.7% | -19.7% | -23.1% |
| 6M | +16.8% | +13.0% | +3.8% | -14.3% |
| YTD | +20.1% | +12.5% | +7.7% | -9.1% |
| 1Y | +50.3% | +18.6% | +31.7% | -0.4% |
| All | +985.4% | +77.0% | +908.4% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling