+79.3%
IREN vs RGEN
-39.0%
+118.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.9% | -1.4% | -0.5% | -1.2% |
| 30D | +0.4% | -0.3% | +0.7% | +0.6% |
| 3M | -22.7% | +23.9% | -46.6% | -31.8% |
| 6M | +4.4% | +38.5% | -34.1% | -14.5% |
| YTD | +16.0% | +0.8% | +15.2% | +12.9% |
| 1Y | +33.4% | +38.2% | -4.8% | +8.8% |
| 3Y | +948.6% | +1.3% | +947.3% | +817.7% |
| All | +79.3% | -39.0% | +118.3% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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