-42.9%
IREN vs RY
-4.5%
-38.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.3% | +21.3% | +21.0% |
| 7D | -9.6% | -0.9% | -8.7% | -7.9% |
| 30D | -44.1% | +5.9% | -49.9% | -47.8% |
| 3M | -42.9% | -4.3% | -38.7% | -36.8% |
| All | -42.9% | -4.5% | -38.5% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 3mo: compounded portfolio wealth divided by compounded RY 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…
3mo analysis · Full analysis span regression · Available span rolling