+79.3%
IREN vs RMD
-14.3%
+93.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -1.9% | -4.4% | +2.5% | -0.5% |
| 30D | +0.4% | -3.1% | +3.5% | +1.2% |
| 3M | -22.7% | +13.8% | -36.5% | -28.1% |
| 6M | +4.4% | -8.6% | +13.0% | +6.8% |
| YTD | +16.0% | -8.6% | +24.7% | +17.9% |
| 1Y | +33.4% | -19.7% | +53.1% | +42.9% |
| 3Y | +948.6% | +48.4% | +900.2% | +654.0% |
| All | +79.3% | -14.3% | +93.5% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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