-11.5%
IREN vs STLD
+273.0%
-284.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +0.5% | +19.6% | +19.8% |
| 7D | -9.6% | -11.1% | +1.5% | -3.2% |
| 30D | -44.1% | -4.8% | -39.3% | -42.1% |
| 3M | -42.9% | -14.6% | -28.4% | -38.1% |
| 6M | -64.5% | -7.4% | -57.1% | -63.3% |
| YTD | -42.7% | +32.6% | -75.3% | -51.2% |
| 1Y | -67.7% | +47.3% | -115.0% | -74.0% |
| 3Y | +547.9% | +107.5% | +440.4% | +338.2% |
| All | -11.5% | +273.0% | -284.5% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling