+91.9%
IREN vs SSNC
+9.0%
+83.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.8% | +8.9% | +8.6% |
| 7D | +27.5% | -1.8% | +29.2% | +29.2% |
| 30D | +13.8% | +1.9% | +11.9% | +11.1% |
| 3M | -20.7% | +18.4% | -39.1% | -36.3% |
| 6M | +27.9% | +7.0% | +20.9% | +13.2% |
| YTD | +24.3% | -6.9% | +31.2% | +27.2% |
| 1Y | +79.2% | -8.2% | +87.4% | +86.1% |
| 3Y | +904.9% | +50.5% | +854.4% | +430.8% |
| All | +91.9% | +9.0% | +83.0% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling