-25.7%
IREN vs SRE
+48.3%
-74.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -7.2% |
| 7D | -16.0% | +1.8% | -17.8% | -17.0% |
| 30D | -40.5% | -3.0% | -37.6% | -39.5% |
| 3M | -59.4% | -7.3% | -52.2% | -57.7% |
| 6M | -67.1% | -11.9% | -55.2% | -64.7% |
| YTD | -51.9% | -7.9% | -44.0% | -50.3% |
| 1Y | -62.7% | -11.1% | -51.5% | -60.5% |
| 3Y | +507.7% | +24.8% | +482.9% | +402.0% |
| All | -25.7% | +48.3% | -74.0% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling