+904.9%
IREN vs ROL
+1.0%
+903.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.5% | +7.6% | +5.1% |
| 7D | +27.5% | -3.4% | +30.9% | +27.6% |
| 30D | +13.8% | -6.9% | +20.8% | +14.2% |
| 3M | -20.7% | -24.6% | +3.9% | -19.2% |
| 6M | +27.9% | -39.5% | +67.4% | +35.0% |
| YTD | +24.3% | -41.1% | +65.4% | +31.3% |
| 1Y | +79.2% | -37.9% | +117.1% | +85.3% |
| 3Y | +904.9% | +0.8% | +904.1% | +642.2% |
| All | +904.9% | +1.0% | +903.9% | +642.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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