-47.6%
IREN vs STX
-31.4%
-16.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +10.0% | -4.4% | -1.1% |
| 7D | -4.0% | -1.0% | -3.0% | -2.7% |
| 30D | -40.1% | -26.8% | -13.4% | -26.9% |
| 3M | -47.6% | -32.7% | -14.9% | -36.7% |
| All | -47.6% | -31.4% | -16.2% | -36.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling