+85.6%
IREN vs ROIV
+416.2%
-330.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.7% |
| 7D | +14.6% | +22.3% | -7.8% | +4.8% |
| 30D | +17.1% | +16.9% | +0.3% | +9.4% |
| 3M | -16.0% | +43.9% | -59.9% | -27.8% |
| 6M | +16.8% | +41.6% | -24.8% | +0.8% |
| YTD | +20.1% | +92.7% | -72.6% | -8.5% |
| 1Y | +50.3% | +210.2% | -159.9% | -5.7% |
| 3Y | +871.5% | +231.8% | +639.7% | +483.0% |
| All | +85.6% | +416.2% | -330.6% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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