+78.5%
IREN vs ROK
+32.9%
+45.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -2.8% |
| 7D | +4.8% | -1.6% | +6.4% | +6.4% |
| 30D | +9.8% | -5.4% | +15.2% | +15.7% |
| 3M | -15.3% | -4.0% | -11.3% | -12.2% |
| 6M | +14.5% | +13.3% | +1.1% | +4.2% |
| YTD | +15.5% | +9.3% | +6.2% | +8.2% |
| 1Y | +29.8% | +25.8% | +3.9% | +7.2% |
| 3Y | +834.5% | +49.1% | +785.4% | +553.2% |
| All | +78.5% | +32.9% | +45.6% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling