+597.0%
IREN vs SYF
+158.6%
+438.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.2% |
| 7D | -4.0% | -3.6% | -0.4% | -0.8% |
| 30D | -40.1% | -1.7% | -38.4% | -39.3% |
| 3M | -47.6% | -7.8% | -39.8% | -44.0% |
| 6M | -62.2% | +3.4% | -65.6% | -63.9% |
| YTD | -44.8% | -12.2% | -32.6% | -40.4% |
| 1Y | -63.7% | -1.6% | -62.1% | -65.1% |
| All | +597.0% | +158.6% | +438.4% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 3y: compounded portfolio wealth divided by compounded SYF 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…
3y analysis · Full analysis span regression · 6 months rolling