+551.5%
IREN vs ROST
+98.9%
+452.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.9% | -5.5% |
| 7D | +8.0% | +0.9% | +7.2% | +7.3% |
| 30D | -44.0% | +5.1% | -49.1% | -46.3% |
| 3M | -55.4% | -4.3% | -51.1% | -54.5% |
| 6M | -65.6% | +9.4% | -75.0% | -69.0% |
| YTD | -48.4% | +32.5% | -80.9% | -59.6% |
| 1Y | -65.0% | +46.9% | -111.9% | -75.0% |
| All | +551.5% | +98.9% | +452.6% | +319.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling