+82.7%
IREN vs SPYM
+75.7%
+7.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.6% | +8.2% |
| 7D | +26.0% | +0.1% | +25.9% | +25.7% |
| 30D | +14.9% | +0.1% | +14.8% | +15.2% |
| 3M | -27.8% | +2.0% | -29.8% | -29.4% |
| 6M | +1.9% | +13.1% | -11.1% | -20.9% |
| YTD | +18.3% | +13.6% | +4.7% | -8.4% |
| 1Y | +71.0% | +20.1% | +50.9% | +18.0% |
| 3Y | +882.0% | +77.6% | +804.4% | +215.9% |
| All | +82.7% | +75.7% | +7.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling