-19.3%
IREN vs STZ
-30.5%
+11.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.8% | -7.8% |
| 7D | -19.3% | +5.3% | -24.7% | -19.9% |
| 30D | -43.9% | +19.6% | -63.5% | -45.8% |
| 3M | -49.1% | +10.0% | -59.0% | -50.0% |
| 6M | -67.8% | -0.3% | -67.5% | -67.6% |
| YTD | -47.8% | +8.6% | -56.3% | -49.9% |
| 1Y | -67.2% | +16.6% | -83.8% | -69.3% |
| 3Y | +566.6% | -34.8% | +601.3% | +657.1% |
| All | -19.3% | -30.5% | +11.2% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling