-19.3%
IREN vs STLA
-71.2%
+51.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.6% | -4.2% | -5.8% |
| 7D | -19.3% | -4.9% | -14.4% | -16.9% |
| 30D | -43.9% | -4.9% | -39.0% | -42.7% |
| 3M | -49.1% | -23.7% | -25.4% | -41.9% |
| 6M | -67.8% | -45.0% | -22.8% | -55.3% |
| YTD | -47.8% | -60.9% | +13.1% | -15.0% |
| 1Y | -67.2% | -58.9% | -8.3% | -49.5% |
| 3Y | +566.6% | -74.4% | +641.0% | +1,311.3% |
| All | -19.3% | -71.2% | +51.9% | +29.4% |
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