-25.7%
IREN vs RRC
+141.5%
-167.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -7.0% |
| 7D | -16.0% | +6.4% | -22.4% | -18.1% |
| 30D | -40.5% | +23.9% | -64.4% | -45.7% |
| 3M | -59.4% | +30.2% | -89.6% | -63.9% |
| 6M | -67.1% | +26.3% | -93.3% | -70.8% |
| YTD | -51.9% | +48.1% | -100.0% | -61.4% |
| 1Y | -62.7% | +37.7% | -100.3% | -69.0% |
| 3Y | +507.7% | +60.3% | +447.4% | +366.6% |
| All | -25.7% | +141.5% | -167.2% | -51.3% |
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