+29.8%
IREN vs ROST
+53.4%
-23.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.9% |
| 7D | +4.8% | -2.5% | +7.3% | +6.1% |
| 30D | +9.8% | -10.3% | +20.1% | +15.9% |
| 3M | -15.3% | -2.6% | -12.7% | -15.2% |
| 6M | +14.5% | +6.5% | +7.9% | +6.6% |
| YTD | +15.5% | +25.9% | -10.4% | -0.2% |
| 1Y | +29.8% | +52.3% | -22.6% | +9.4% |
| All | +29.8% | +53.4% | -23.6% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling