+91.9%
IREN vs STZ
-42.7%
+134.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -5.6% | +10.7% | +6.3% |
| 7D | +27.5% | -7.4% | +34.8% | +29.6% |
| 30D | +13.8% | -10.9% | +24.7% | +16.6% |
| 3M | -20.7% | -13.4% | -7.3% | -18.3% |
| 6M | +27.9% | -16.2% | +44.1% | +32.9% |
| YTD | +24.3% | -10.4% | +34.7% | +23.9% |
| 1Y | +79.2% | -14.8% | +94.0% | +81.2% |
| 3Y | +904.9% | -50.1% | +955.1% | +1,153.3% |
| All | +91.9% | -42.7% | +134.7% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling