-12.4%
IREN vs RRC
+127.6%
-140.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.2% |
| 7D | -2.8% | -10.3% | +7.5% | +1.5% |
| 30D | -39.2% | +19.5% | -58.6% | -43.6% |
| 3M | -48.1% | +27.9% | -76.0% | -53.6% |
| 6M | -65.0% | +21.2% | -86.2% | -68.5% |
| YTD | -43.3% | +39.6% | -82.9% | -53.4% |
| 1Y | -65.7% | +31.3% | -97.0% | -71.0% |
| 3Y | +620.9% | +51.9% | +568.9% | +465.8% |
| All | -12.4% | +127.6% | -140.0% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling