+85.6%
IREN vs STX
+884.0%
-798.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.0% |
| 7D | +14.6% | +9.6% | +5.0% | +8.2% |
| 30D | +17.1% | +10.6% | +6.5% | +9.2% |
| 3M | -16.0% | +4.8% | -20.8% | -20.1% |
| 6M | +16.8% | +137.3% | -120.4% | -33.2% |
| YTD | +20.1% | +222.5% | -202.4% | -45.4% |
| 1Y | +50.3% | +366.2% | -315.9% | -49.6% |
| 3Y | +871.5% | +1,352.9% | -481.4% | +36.1% |
| All | +85.6% | +884.0% | -798.4% | -73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling