-11.5%
IREN vs STZ
-32.2%
+20.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.8% | +21.8% | +20.2% |
| 7D | -9.6% | +4.9% | -14.6% | -10.4% |
| 30D | -44.1% | +20.9% | -64.9% | -46.2% |
| 3M | -42.9% | +8.0% | -50.9% | -43.9% |
| 6M | -64.5% | -5.3% | -59.2% | -63.9% |
| YTD | -42.7% | +5.9% | -48.6% | -44.9% |
| 1Y | -67.7% | +14.2% | -81.9% | -69.8% |
| 3Y | +547.9% | -37.0% | +584.9% | +643.1% |
| All | -11.5% | -32.2% | +20.7% | +7.2% |
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