+507.7%
IREN vs RIO
+51.7%
+456.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.3% |
| 7D | -16.0% | -0.9% | -15.1% | -15.1% |
| 30D | -40.5% | -9.1% | -31.4% | -34.1% |
| 3M | -59.4% | -13.7% | -45.7% | -52.3% |
| 6M | -67.1% | -24.3% | -42.7% | -55.6% |
| YTD | -51.9% | +8.9% | -60.8% | -53.3% |
| 1Y | -62.7% | +22.7% | -85.3% | -67.4% |
| 3Y | +507.7% | +51.2% | +456.5% | +372.2% |
| All | +507.7% | +51.7% | +456.0% | +372.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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