+78.5%
IREN vs RRC
+94.7%
-16.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.9% |
| 7D | +4.8% | -1.2% | +5.9% | +5.2% |
| 30D | +9.8% | +3.0% | +6.8% | +8.2% |
| 3M | -15.3% | +7.3% | -22.6% | -19.0% |
| 6M | +14.5% | +3.6% | +10.9% | +9.4% |
| YTD | +15.5% | +19.4% | -3.8% | +2.0% |
| 1Y | +29.8% | +21.4% | +8.3% | +13.5% |
| 3Y | +834.5% | +32.8% | +801.7% | +681.0% |
| All | +78.5% | +94.7% | -16.2% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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