+985.4%
IREN vs RIO
+95.3%
+890.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | +14.6% | +1.0% | +13.6% | +13.4% |
| 30D | +17.1% | +4.0% | +13.1% | +12.3% |
| 3M | -16.0% | +4.5% | -20.5% | -19.9% |
| 6M | +16.8% | +17.3% | -0.5% | -0.3% |
| YTD | +20.1% | +36.2% | -16.1% | -10.8% |
| 1Y | +50.3% | +76.1% | -25.9% | -14.5% |
| All | +985.4% | +95.3% | +890.1% | +402.8% |
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