+79.3%
IREN vs TROW
-38.7%
+117.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.8% |
| 7D | -1.9% | -3.2% | +1.3% | +1.9% |
| 30D | +0.4% | -4.6% | +5.0% | +6.3% |
| 3M | -22.7% | -0.7% | -22.1% | -23.8% |
| 6M | +4.4% | +22.2% | -17.8% | -19.6% |
| YTD | +16.0% | +6.6% | +9.4% | +5.6% |
| 1Y | +33.4% | +5.8% | +27.6% | +22.9% |
| 3Y | +948.6% | +11.6% | +937.0% | +823.7% |
| All | +79.3% | -38.7% | +117.9% | +220.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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