+78.5%
IREN vs STX
+857.8%
-779.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.2% | -2.1% |
| 7D | +4.8% | +8.0% | -3.2% | 0.0% |
| 30D | +9.8% | +5.1% | +4.7% | +5.7% |
| 3M | -15.3% | +5.8% | -21.0% | -19.9% |
| 6M | +14.5% | +124.9% | -110.5% | -32.3% |
| YTD | +15.5% | +213.9% | -198.4% | -46.6% |
| 1Y | +29.8% | +350.4% | -320.6% | -55.5% |
| 3Y | +834.5% | +1,314.2% | -479.7% | +33.2% |
| All | +78.5% | +857.8% | -779.3% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling