+91.9%
IREN vs STT
+127.1%
-35.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.3% | +6.2% |
| 7D | +27.5% | +2.2% | +25.3% | +24.9% |
| 30D | +13.8% | +3.9% | +9.9% | +9.3% |
| 3M | -20.7% | +19.2% | -39.9% | -32.9% |
| 6M | +27.9% | +60.4% | -32.5% | -18.5% |
| YTD | +24.3% | +51.5% | -27.2% | -17.0% |
| 1Y | +79.2% | +76.3% | +2.9% | +3.5% |
| 3Y | +904.9% | +200.7% | +704.2% | +259.1% |
| All | +91.9% | +127.1% | -35.2% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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