-25.7%
IREN vs STLD
+283.9%
-309.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.5% | -5.0% |
| 7D | -16.0% | +2.9% | -19.0% | -17.4% |
| 30D | -40.5% | -5.6% | -35.0% | -38.3% |
| 3M | -59.4% | -11.7% | -47.7% | -56.7% |
| 6M | -67.1% | -2.8% | -64.3% | -66.8% |
| YTD | -51.9% | +36.4% | -88.3% | -59.7% |
| 1Y | -62.7% | +50.0% | -112.7% | -70.3% |
| 3Y | +507.7% | +122.3% | +385.4% | +297.3% |
| All | -25.7% | +283.9% | -309.6% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling