-12.4%
IREN vs RL
+243.5%
-256.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.9% | -6.2% |
| 7D | -2.8% | +0.2% | -3.0% | -3.4% |
| 30D | -39.2% | +7.3% | -46.5% | -43.3% |
| 3M | -48.1% | +1.0% | -49.1% | -49.6% |
| 6M | -65.0% | +11.8% | -76.8% | -69.5% |
| YTD | -43.3% | +13.6% | -56.9% | -52.1% |
| 1Y | -65.7% | +24.0% | -89.7% | -73.5% |
| 3Y | +620.9% | +256.6% | +364.3% | +83.9% |
| All | -12.4% | +243.5% | -256.0% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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