+82.7%
IREN vs ARMK
+119.7%
-37.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.1% | +8.1% |
| 7D | +26.0% | -2.4% | +28.4% | +28.6% |
| 30D | +14.9% | 0.0% | +14.9% | +14.1% |
| 3M | -27.8% | +6.7% | -34.4% | -33.1% |
| 6M | +1.9% | +38.8% | -36.9% | -26.4% |
| YTD | +18.3% | +55.2% | -36.9% | -24.2% |
| 1Y | +71.0% | +46.6% | +24.4% | +14.2% |
| 3Y | +882.0% | +112.9% | +769.1% | +312.3% |
| All | +82.7% | +119.7% | -37.0% | -37.1% |
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