+72.7%
SPY vs IREN
+55.9%
+16.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.4% |
| 7D | -2.0% | +4.8% | -6.8% | -2.3% |
| 30D | -1.7% | +9.8% | -11.4% | -2.3% |
| 3M | +4.7% | -15.3% | +20.0% | +4.8% |
| 6M | +12.5% | +14.5% | -2.0% | +10.1% |
| YTD | +11.7% | +15.5% | -3.8% | +8.5% |
| 1Y | +17.5% | +29.8% | -12.3% | +12.3% |
| 3Y | +76.6% | +834.5% | -757.9% | +42.9% |
| All | +72.7% | +55.9% | +16.8% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IREN.
Daily Out/Under-Performance
Portfolio return minus IREN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IREN 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 IREN 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