+78.5%
SPY vs IREN
+931.4%
-853.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.6% | -0.8% |
| 7D | +0.5% | +27.5% | -26.9% | -0.9% |
| 30D | -0.9% | +13.8% | -14.8% | -1.8% |
| 3M | +3.9% | -20.7% | +24.6% | +4.4% |
| 6M | +14.5% | +27.9% | -13.4% | +11.3% |
| YTD | +12.9% | +24.3% | -11.3% | +9.2% |
| 1Y | +19.4% | +79.2% | -59.8% | +11.7% |
| 3Y | +78.5% | +904.9% | -826.5% | +45.4% |
| All | +78.5% | +931.4% | -853.0% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling