-67.4%
IREN vs STRL
-30.1%
-37.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -21.5% | +10.2% | +1.8% |
| 7D | -24.7% | -27.1% | +2.3% | -9.2% |
| 30D | -46.4% | -45.8% | -0.6% | -22.4% |
| 3M | -46.9% | -47.6% | +0.8% | -21.6% |
| 6M | -56.1% | -46.4% | -9.7% | -39.1% |
| YTD | -42.5% | -7.4% | -35.2% | -51.2% |
| 1Y | -67.4% | -25.9% | -41.6% | -66.4% |
| All | -67.4% | -30.1% | -37.3% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling