+597.0%
IREN vs STLD
+129.0%
+468.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.4% | +4.9% |
| 7D | -4.0% | -0.5% | -3.5% | -3.3% |
| 30D | -40.1% | -0.1% | -40.1% | -39.7% |
| 3M | -47.6% | -9.2% | -38.4% | -44.5% |
| 6M | -62.2% | +1.8% | -64.0% | -63.2% |
| YTD | -44.8% | +42.1% | -87.0% | -57.1% |
| 1Y | -63.7% | +58.5% | -122.2% | -73.8% |
| All | +597.0% | +129.0% | +468.0% | +328.1% |
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