+547.9%
IREN vs STLD
+105.6%
+442.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +0.5% | +19.6% | +19.7% |
| 7D | -9.6% | -11.1% | +1.5% | -1.9% |
| 30D | -44.1% | -4.8% | -39.3% | -41.7% |
| 3M | -42.9% | -14.6% | -28.4% | -37.1% |
| 6M | -64.5% | -7.4% | -57.1% | -63.1% |
| YTD | -42.7% | +32.6% | -75.3% | -53.4% |
| 1Y | -67.7% | +47.3% | -115.0% | -75.5% |
| 3Y | +547.9% | +107.5% | +440.4% | +302.3% |
| All | +547.9% | +105.6% | +442.3% | +302.3% |
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 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