-14.8%
IREN vs STZ
-31.2%
+16.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +5.7% |
| 7D | -4.0% | -0.9% | -3.1% | -3.9% |
| 30D | -40.1% | +14.9% | -55.0% | -41.7% |
| 3M | -47.6% | +8.4% | -56.0% | -48.5% |
| 6M | -62.2% | +2.8% | -65.0% | -62.5% |
| YTD | -44.8% | +7.5% | -52.4% | -47.0% |
| 1Y | -63.7% | +12.5% | -76.2% | -65.7% |
| 3Y | +604.1% | -35.4% | +639.5% | +700.5% |
| All | -14.8% | -31.2% | +16.4% | +3.0% |
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