-11.5%
IREN vs STRL
+778.8%
-790.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +3.5% | +16.6% | +18.0% |
| 7D | -9.6% | -26.9% | +17.3% | +8.9% |
| 30D | -44.1% | -52.7% | +8.6% | -12.6% |
| 3M | -42.9% | -52.8% | +9.9% | -10.8% |
| 6M | -64.5% | -71.5% | +7.0% | -28.0% |
| YTD | -42.7% | -17.4% | -25.3% | -40.2% |
| 1Y | -67.7% | -35.0% | -32.7% | -61.4% |
| 3Y | +547.9% | +239.2% | +308.7% | +160.1% |
| All | -11.5% | +778.8% | -790.3% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling