+547.9%
IREN vs STRL
+233.5%
+314.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +3.5% | +16.6% | +18.0% |
| 7D | -9.6% | -26.9% | +17.3% | +8.2% |
| 30D | -44.1% | -52.7% | +8.6% | -14.1% |
| 3M | -42.9% | -52.8% | +9.9% | -12.2% |
| 6M | -64.5% | -71.5% | +7.0% | -30.4% |
| YTD | -42.7% | -17.4% | -25.3% | -38.8% |
| 1Y | -67.7% | -35.0% | -32.7% | -60.9% |
| 3Y | +547.9% | +239.2% | +308.7% | +242.1% |
| All | +547.9% | +233.5% | +314.4% | +242.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling