-12.4%
IREN vs STT
+103.3%
-115.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -4.2% |
| 7D | -2.8% | +0.9% | -3.7% | -3.3% |
| 30D | -39.2% | -2.3% | -36.8% | -37.0% |
| 3M | -48.1% | -7.0% | -41.1% | -43.9% |
| 6M | -65.0% | +15.5% | -80.5% | -69.1% |
| YTD | -43.3% | +35.6% | -78.9% | -57.4% |
| 1Y | -65.7% | +47.9% | -113.5% | -76.4% |
| 3Y | +620.9% | +181.1% | +439.8% | +177.8% |
| All | -12.4% | +103.3% | -115.8% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling