-25.7%
IREN vs STM
-5.7%
-20.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -7.2% |
| 7D | -16.0% | +12.0% | -28.0% | -23.6% |
| 30D | -40.5% | -0.4% | -40.2% | -39.5% |
| 3M | -59.4% | -13.2% | -46.2% | -53.9% |
| 6M | -67.1% | -26.1% | -41.0% | -58.8% |
| YTD | -51.9% | +81.2% | -133.1% | -70.8% |
| 1Y | -62.7% | +98.3% | -161.0% | -79.1% |
| 3Y | +507.7% | +16.7% | +491.0% | +407.1% |
| All | -25.7% | -5.7% | -20.0% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling