-11.5%
IREN vs ARMK
+103.3%
-114.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +4.5% | +15.6% | +15.7% |
| 7D | -9.6% | -2.6% | -7.0% | -6.0% |
| 30D | -44.1% | -5.2% | -38.9% | -40.2% |
| 3M | -42.9% | -6.5% | -36.4% | -38.7% |
| 6M | -64.5% | +15.3% | -79.8% | -69.1% |
| YTD | -42.7% | +43.6% | -86.3% | -59.9% |
| 1Y | -67.7% | +42.1% | -109.7% | -77.4% |
| 3Y | +547.9% | +94.0% | +453.9% | +199.3% |
| All | -11.5% | +103.3% | -114.8% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling