+91.9%
IREN vs ROK
+35.3%
+56.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.1% | +6.1% | +6.0% |
| 7D | +27.5% | +2.8% | +24.7% | +24.5% |
| 30D | +13.8% | -2.4% | +16.2% | +16.6% |
| 3M | -20.7% | -4.7% | -16.0% | -17.4% |
| 6M | +27.9% | +16.8% | +11.1% | +13.5% |
| YTD | +24.3% | +11.4% | +12.9% | +14.4% |
| 1Y | +79.2% | +26.2% | +53.0% | +47.3% |
| 3Y | +904.9% | +51.9% | +853.1% | +590.7% |
| All | +91.9% | +35.3% | +56.6% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ROK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling