+79.3%
IREN vs SSNC
+8.7%
+70.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -1.2% |
| 7D | -1.9% | -4.0% | +2.1% | +1.7% |
| 30D | +0.4% | +0.5% | -0.2% | -0.7% |
| 3M | -22.7% | +18.9% | -41.6% | -38.1% |
| 6M | +4.4% | +10.8% | -6.4% | -11.2% |
| YTD | +16.0% | -7.1% | +23.2% | +19.1% |
| 1Y | +33.4% | -9.6% | +43.0% | +41.7% |
| 3Y | +948.6% | +51.1% | +897.5% | +450.5% |
| All | +79.3% | +8.7% | +70.5% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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