+985.4%
IREN vs ROST
+93.3%
+892.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.6% | -2.0% |
| 7D | +14.6% | -2.2% | +16.8% | +16.6% |
| 30D | +17.1% | -11.4% | +28.5% | +28.1% |
| 3M | -16.0% | -1.6% | -14.4% | -16.5% |
| 6M | +16.8% | +6.8% | +10.0% | +7.5% |
| YTD | +20.1% | +25.8% | -5.7% | -3.5% |
| 1Y | +50.3% | +52.4% | -2.1% | +0.5% |
| All | +985.4% | +93.3% | +892.1% | +410.8% |
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