-11.5%
IREN vs STM
-15.8%
+4.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +4.4% | +15.6% | +16.5% |
| 7D | -9.6% | -10.7% | +1.1% | +0.4% |
| 30D | -44.1% | -25.7% | -18.3% | -27.9% |
| 3M | -42.9% | -21.6% | -21.4% | -29.4% |
| 6M | -64.5% | -27.8% | -36.7% | -54.9% |
| YTD | -42.7% | +61.8% | -104.5% | -61.7% |
| 1Y | -67.7% | +78.1% | -145.8% | -80.2% |
| 3Y | +547.9% | +4.9% | +543.0% | +489.4% |
| All | -11.5% | -15.8% | +4.3% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling