-25.7%
IREN vs ROST
+104.3%
-130.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.3% | -4.4% | -5.1% |
| 7D | -16.0% | +0.3% | -16.3% | -16.1% |
| 30D | -40.5% | +0.5% | -41.0% | -41.2% |
| 3M | -59.4% | -5.2% | -54.2% | -58.5% |
| 6M | -67.1% | +9.8% | -76.9% | -70.5% |
| YTD | -51.9% | +29.4% | -81.3% | -61.4% |
| 1Y | -62.7% | +44.4% | -107.0% | -72.7% |
| 3Y | +507.7% | +95.0% | +412.7% | +250.9% |
| All | -25.7% | +104.3% | -130.0% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling