+85.6%
IREN vs RCL
+222.0%
-136.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.2% |
| 7D | +14.6% | -2.2% | +16.8% | +16.1% |
| 30D | +17.1% | -15.7% | +32.8% | +29.8% |
| 3M | -16.0% | -8.0% | -8.0% | -12.8% |
| 6M | +16.8% | -10.1% | +26.9% | +23.0% |
| YTD | +20.1% | -5.9% | +26.0% | +17.2% |
| 1Y | +50.3% | -23.5% | +73.8% | +64.4% |
| 3Y | +871.5% | +174.4% | +697.1% | +352.5% |
| All | +85.6% | +222.0% | -136.5% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling