+3.1%
SPY vs IREN
-64.8%
+67.9%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.2% | +0.1% |
| 7D | +3.3% | +8.0% | -4.8% | +2.6% |
| 30D | -2.7% | -44.0% | +41.3% | +0.3% |
| 3M | -1.7% | -55.4% | +53.6% | +2.3% |
| 6M | +3.1% | -65.6% | +68.6% | +8.9% |
| All | +3.1% | -64.8% | +67.9% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling