+293.8%
IREN vs ARM
+223.5%
+70.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.6% | -5.3% | -6.3% |
| 7D | -19.3% | -10.4% | -9.0% | -12.9% |
| 30D | -43.9% | -31.8% | -12.1% | -28.1% |
| 3M | -49.1% | -32.2% | -16.8% | -35.6% |
| 6M | -67.8% | -14.9% | -52.9% | -65.8% |
| YTD | -47.8% | +66.0% | -113.8% | -64.1% |
| 1Y | -67.2% | +17.2% | -84.4% | -72.0% |
| 3Y | +566.6% | +247.2% | +319.3% | +127.4% |
| All | +293.8% | +223.5% | +70.3% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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