-25.7%
IREN vs STRL
+916.3%
-942.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.1% | -3.7% | -4.9% |
| 7D | -16.0% | +15.7% | -31.7% | -23.6% |
| 30D | -40.5% | -35.5% | -5.1% | -23.4% |
| 3M | -59.4% | -47.1% | -12.3% | -41.4% |
| 6M | -67.1% | -65.8% | -1.3% | -40.3% |
| YTD | -51.9% | -4.5% | -47.4% | -54.3% |
| 1Y | -62.7% | -10.5% | -52.2% | -63.4% |
| 3Y | +507.7% | +340.6% | +167.1% | +109.8% |
| All | -25.7% | +916.3% | -942.0% | -86.9% |
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