+913.2%
IREN vs STLD
+135.5%
+777.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +8.3% |
| 7D | +26.0% | +3.1% | +22.9% | +23.4% |
| 30D | +14.9% | -9.0% | +23.9% | +21.4% |
| 3M | -27.8% | -12.4% | -15.4% | -22.1% |
| 6M | +1.9% | +25.5% | -23.6% | -14.1% |
| YTD | +18.3% | +43.6% | -25.3% | -10.4% |
| 1Y | +71.0% | +87.2% | -16.2% | +5.3% |
| All | +913.2% | +135.5% | +777.6% | +378.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling