+91.9%
IREN vs ARMK
+122.8%
-30.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.6% | +3.7% |
| 7D | +27.5% | +1.7% | +25.8% | +25.5% |
| 30D | +13.8% | +3.1% | +10.7% | +10.0% |
| 3M | -20.7% | +9.2% | -29.9% | -28.0% |
| 6M | +27.9% | +43.7% | -15.8% | -10.6% |
| YTD | +24.3% | +57.4% | -33.1% | -21.4% |
| 1Y | +79.2% | +51.9% | +27.3% | +15.7% |
| 3Y | +904.9% | +125.4% | +779.5% | +296.7% |
| All | +91.9% | +122.8% | -30.9% | -34.7% |
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