-19.3%
IREN vs STT
+104.2%
-123.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.4% | -8.3% | -8.3% |
| 7D | -19.3% | +1.1% | -20.5% | -20.0% |
| 30D | -43.9% | -1.9% | -42.0% | -42.3% |
| 3M | -49.1% | -7.6% | -41.5% | -44.7% |
| 6M | -67.8% | +16.0% | -83.7% | -71.7% |
| YTD | -47.8% | +36.2% | -83.9% | -60.9% |
| 1Y | -67.2% | +46.8% | -114.0% | -77.2% |
| 3Y | +566.6% | +177.8% | +388.8% | +159.4% |
| All | -19.3% | +104.2% | -123.5% | -63.3% |
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