+85.6%
IREN vs STZ
-42.4%
+128.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | +14.6% | -6.0% | +20.6% | +16.1% |
| 30D | +17.1% | -8.9% | +26.0% | +19.3% |
| 3M | -16.0% | -12.6% | -3.5% | -13.7% |
| 6M | +16.8% | -17.2% | +34.0% | +21.8% |
| YTD | +20.1% | -10.0% | +30.1% | +19.7% |
| 1Y | +50.3% | -14.3% | +64.6% | +51.7% |
| 3Y | +871.5% | -49.9% | +921.4% | +1,110.2% |
| All | +85.6% | -42.4% | +128.0% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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