+79.3%
IREN vs ROK
+35.1%
+44.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | -1.1% |
| 7D | -1.9% | -1.2% | -0.7% | -0.8% |
| 30D | +0.4% | -4.8% | +5.2% | +5.0% |
| 3M | -22.7% | -6.1% | -16.6% | -18.4% |
| 6M | +4.4% | +15.5% | -11.1% | -6.5% |
| YTD | +16.0% | +11.2% | +4.9% | +7.0% |
| 1Y | +33.4% | +23.8% | +9.6% | +11.8% |
| 3Y | +948.6% | +53.1% | +895.4% | +615.2% |
| All | +79.3% | +35.1% | +44.2% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling