-20.3%
IREN vs STX
+506.0%
-526.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -5.8% |
| 7D | +8.0% | +16.8% | -8.8% | -2.9% |
| 30D | -44.0% | -27.0% | -17.0% | -30.9% |
| 3M | -55.4% | -37.9% | -17.5% | -40.7% |
| 6M | -65.6% | -32.5% | -33.1% | -56.6% |
| YTD | -48.4% | +98.6% | -147.0% | -68.4% |
| 1Y | -65.0% | +93.6% | -158.6% | -78.3% |
| 3Y | +558.1% | +699.1% | -141.0% | +34.6% |
| All | -20.3% | +506.0% | -526.3% | -84.7% |
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