+507.7%
IREN vs RIG
-16.1%
+523.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.1% | -10.9% | -7.9% |
| 7D | -16.0% | +5.7% | -21.8% | -17.5% |
| 30D | -40.5% | -0.7% | -39.8% | -40.4% |
| 3M | -59.4% | -3.1% | -56.3% | -59.3% |
| 6M | -67.1% | -16.3% | -50.8% | -66.0% |
| YTD | -51.9% | +34.1% | -86.0% | -59.4% |
| 1Y | -62.7% | +38.2% | -100.8% | -68.8% |
| 3Y | +507.7% | -15.3% | +523.0% | +529.8% |
| All | +507.7% | -16.1% | +523.8% | +529.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 3y: compounded portfolio wealth divided by compounded RIG 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…
3y analysis · Full analysis span regression · 6 months rolling