+82.7%
IREN vs STM
+5.3%
+77.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.4% | +5.8% |
| 7D | +26.0% | +5.8% | +20.2% | +21.0% |
| 30D | +14.9% | -1.0% | +15.9% | +16.4% |
| 3M | -27.8% | -33.3% | +5.5% | -2.6% |
| 6M | +1.9% | +57.4% | -55.4% | -30.9% |
| YTD | +18.3% | +102.2% | -83.9% | -34.8% |
| 1Y | +71.0% | +99.6% | -28.6% | -8.9% |
| 3Y | +882.0% | +14.5% | +867.5% | +744.8% |
| All | +82.7% | +5.3% | +77.5% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling