-14.8%
IREN vs STLD
+299.9%
-314.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.4% | +5.0% |
| 7D | -4.0% | -0.5% | -3.5% | -3.4% |
| 30D | -40.1% | -0.1% | -40.1% | -39.7% |
| 3M | -47.6% | -9.2% | -38.4% | -45.0% |
| 6M | -62.2% | +1.8% | -64.0% | -62.9% |
| YTD | -44.8% | +42.1% | -87.0% | -54.8% |
| 1Y | -63.7% | +58.5% | -122.2% | -71.9% |
| 3Y | +604.1% | +128.2% | +475.8% | +352.6% |
| All | -14.8% | +299.9% | -314.7% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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