+91.9%
IREN vs STM
+4.7%
+87.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.6% | +5.4% |
| 7D | +27.5% | +5.2% | +22.3% | +22.8% |
| 30D | +13.8% | -7.4% | +21.2% | +21.1% |
| 3M | -20.7% | -30.6% | +9.9% | +3.4% |
| 6M | +27.9% | +66.4% | -38.5% | -17.2% |
| YTD | +24.3% | +101.1% | -76.9% | -31.3% |
| 1Y | +79.2% | +97.4% | -18.2% | -3.6% |
| 3Y | +904.9% | +21.1% | +883.8% | +718.9% |
| All | +91.9% | +4.7% | +87.2% | +61.9% |
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