+78.5%
IREN vs SPYM
+72.9%
+5.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -2.3% |
| 7D | +4.8% | -2.0% | +6.8% | +10.3% |
| 30D | +9.8% | -1.6% | +11.4% | +14.9% |
| 3M | -15.3% | +4.7% | -20.0% | -23.1% |
| 6M | +14.5% | +12.6% | +1.9% | -10.5% |
| YTD | +15.5% | +11.8% | +3.8% | -6.7% |
| 1Y | +29.8% | +17.5% | +12.2% | -5.6% |
| 3Y | +834.5% | +77.0% | +757.5% | +205.0% |
| All | +78.5% | +72.9% | +5.6% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling