+79.3%
IREN vs RSG
+73.0%
+6.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.6% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | +0.4% | +4.0% | -3.6% | +1.4% |
| 3M | -22.7% | +7.4% | -30.1% | -21.5% |
| 6M | +4.4% | +0.1% | +4.3% | +6.2% |
| YTD | +16.0% | +6.0% | +10.0% | +17.8% |
| 1Y | +33.4% | -3.0% | +36.4% | +36.5% |
| 3Y | +948.6% | +56.5% | +892.1% | +914.1% |
| All | +79.3% | +73.0% | +6.2% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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