+85.6%
IREN vs ARMK
+120.2%
-34.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -2.2% |
| 7D | +14.6% | +0.3% | +14.2% | +14.3% |
| 30D | +17.1% | +2.4% | +14.8% | +13.9% |
| 3M | -16.0% | +6.1% | -22.1% | -21.4% |
| 6M | +16.8% | +41.8% | -24.9% | -17.3% |
| YTD | +20.1% | +55.5% | -35.4% | -23.1% |
| 1Y | +50.3% | +49.6% | +0.7% | -1.6% |
| 3Y | +871.5% | +122.8% | +748.7% | +287.8% |
| All | +85.6% | +120.2% | -34.6% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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