+316.0%
IREN vs ARM
+262.5%
+53.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +12.1% | -6.4% | -1.7% |
| 7D | -4.0% | +6.0% | -10.0% | -6.9% |
| 30D | -40.1% | -20.3% | -19.8% | -30.2% |
| 3M | -47.6% | -24.4% | -23.2% | -38.1% |
| 6M | -62.2% | -4.4% | -57.8% | -62.7% |
| YTD | -44.8% | +86.0% | -130.9% | -64.7% |
| 1Y | -63.7% | +35.8% | -99.5% | -71.7% |
| 3Y | +604.1% | +289.1% | +315.0% | +123.6% |
| All | +316.0% | +262.5% | +53.5% | +51.7% |
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