-14.8%
IREN vs ARMK
+108.1%
-122.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +6.4% |
| 7D | -4.0% | +2.8% | -6.8% | -5.7% |
| 30D | -40.1% | -1.8% | -38.3% | -38.2% |
| 3M | -47.6% | -10.9% | -36.7% | -41.0% |
| 6M | -62.2% | +21.2% | -83.4% | -68.8% |
| YTD | -44.8% | +47.0% | -91.8% | -62.3% |
| 1Y | -63.7% | +42.9% | -106.6% | -74.7% |
| 3Y | +604.1% | +95.0% | +509.1% | +224.6% |
| All | -14.8% | +108.1% | -122.9% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling