+547.9%
IREN vs ARMK
+91.9%
+456.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +4.5% | +15.6% | +16.6% |
| 7D | -9.6% | -2.6% | -7.0% | -7.0% |
| 30D | -44.1% | -5.2% | -38.9% | -41.2% |
| 3M | -42.9% | -6.5% | -36.4% | -39.7% |
| 6M | -64.5% | +15.3% | -79.8% | -67.8% |
| YTD | -42.7% | +43.6% | -86.3% | -55.3% |
| 1Y | -67.7% | +42.1% | -109.7% | -74.7% |
| 3Y | +547.9% | +94.0% | +453.9% | +263.5% |
| All | +547.9% | +91.9% | +456.0% | +263.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling