+507.7%
IREN vs ROK
+63.3%
+444.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.3% |
| 7D | -16.0% | +7.1% | -23.1% | -21.4% |
| 30D | -40.5% | -5.0% | -35.6% | -37.2% |
| 3M | -59.4% | -9.4% | -50.0% | -55.0% |
| 6M | -67.1% | -11.0% | -56.1% | -62.7% |
| YTD | -51.9% | +4.4% | -56.3% | -52.4% |
| 1Y | -62.7% | +7.4% | -70.1% | -63.8% |
| 3Y | +507.7% | +61.0% | +446.7% | +379.1% |
| All | +507.7% | +63.3% | +444.4% | +379.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling