-25.7%
IREN vs RNG
-70.3%
+44.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.1% | -6.4% |
| 7D | -16.0% | +4.6% | -20.6% | -17.6% |
| 30D | -40.5% | +0.4% | -41.0% | -40.4% |
| 3M | -59.4% | +11.4% | -70.8% | -61.4% |
| 6M | -67.1% | +95.7% | -162.7% | -77.4% |
| YTD | -51.9% | +162.9% | -214.8% | -75.4% |
| 1Y | -62.7% | +180.3% | -242.9% | -81.8% |
| 3Y | +507.7% | +188.3% | +319.3% | +168.9% |
| All | -25.7% | -70.3% | +44.6% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 5y: compounded portfolio wealth divided by compounded RNG 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…
5y analysis · Full analysis span regression · 6 months rolling