-19.3%
IREN vs RCL
+323.8%
-343.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.9% | -8.7% | -8.4% |
| 7D | -19.3% | +8.5% | -27.9% | -23.4% |
| 30D | -43.9% | +20.4% | -64.3% | -50.2% |
| 3M | -49.1% | +11.0% | -60.1% | -52.9% |
| 6M | -67.8% | +24.9% | -92.6% | -72.5% |
| YTD | -47.8% | +23.9% | -71.6% | -57.4% |
| 1Y | -67.2% | +30.8% | -98.0% | -74.6% |
| 3Y | +566.6% | +270.4% | +296.2% | +154.1% |
| All | -19.3% | +323.8% | -343.1% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling