-14.8%
IREN vs ROL
+14.0%
-28.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | -4.0% | +0.8% | -4.8% | -4.2% |
| 30D | -40.1% | +20.6% | -60.7% | -42.3% |
| 3M | -47.6% | +4.5% | -52.1% | -48.0% |
| 6M | -62.2% | -26.5% | -35.7% | -59.0% |
| YTD | -44.8% | -34.8% | -10.0% | -38.0% |
| 1Y | -63.7% | -33.2% | -30.5% | -59.8% |
| 3Y | +604.1% | +4.5% | +599.6% | +503.1% |
| All | -14.8% | +14.0% | -28.8% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling