+91.9%
IREN vs STLA
-63.6%
+155.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.1% | +8.1% | +6.8% |
| 7D | +27.5% | +0.7% | +26.7% | +26.8% |
| 30D | +13.8% | -2.4% | +16.2% | +14.5% |
| 3M | -20.7% | -23.9% | +3.2% | -8.4% |
| 6M | +27.9% | -24.6% | +52.5% | +49.7% |
| YTD | +24.3% | -50.5% | +74.8% | +79.7% |
| 1Y | +79.2% | -39.8% | +119.0% | +114.6% |
| 3Y | +904.9% | -65.6% | +970.5% | +1,693.4% |
| All | +91.9% | -63.6% | +155.5% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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