-12.4%
IREN vs STRL
+910.3%
-922.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +15.0% | -16.0% | -9.8% |
| 7D | -2.8% | -13.3% | +10.6% | +4.8% |
| 30D | -39.2% | -43.3% | +4.2% | -15.4% |
| 3M | -48.1% | -46.9% | -1.2% | -25.2% |
| 6M | -65.0% | -65.6% | +0.6% | -37.0% |
| YTD | -43.3% | -5.1% | -38.2% | -46.1% |
| 1Y | -65.7% | -23.1% | -42.6% | -63.3% |
| 3Y | +620.9% | +346.8% | +274.0% | +146.2% |
| All | -12.4% | +910.3% | -922.8% | -84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling