+82.7%
IREN vs RL
+201.9%
-119.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.0% | +5.2% | +5.4% |
| 7D | +26.0% | -0.8% | +26.8% | +26.9% |
| 30D | +14.9% | -7.8% | +22.7% | +22.1% |
| 3M | -27.8% | -4.0% | -23.8% | -26.8% |
| 6M | +1.9% | -1.9% | +3.8% | +0.5% |
| YTD | +18.3% | -0.2% | +18.5% | +13.6% |
| 1Y | +71.0% | +10.7% | +60.3% | +45.7% |
| 3Y | +882.0% | +210.8% | +671.2% | +187.8% |
| All | +82.7% | +201.9% | -119.1% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling