-25.7%
IREN vs ROL
+15.2%
-40.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.3% | -7.1% |
| 7D | -16.0% | +3.0% | -19.0% | -16.4% |
| 30D | -40.5% | +19.8% | -60.3% | -42.6% |
| 3M | -59.4% | +7.9% | -67.3% | -60.0% |
| 6M | -67.1% | -25.6% | -41.4% | -64.3% |
| YTD | -51.9% | -34.1% | -17.7% | -46.1% |
| 1Y | -62.7% | -31.4% | -31.3% | -59.0% |
| 3Y | +507.7% | +4.7% | +503.0% | +422.0% |
| All | -25.7% | +15.2% | -40.9% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling