+91.9%
IREN vs TROW
-36.8%
+128.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.4% | +5.4% |
| 7D | +27.5% | +0.4% | +27.1% | +26.8% |
| 30D | +13.8% | -4.0% | +17.9% | +19.3% |
| 3M | -20.7% | +5.0% | -25.7% | -26.8% |
| 6M | +27.9% | +24.3% | +3.6% | -3.4% |
| YTD | +24.3% | +9.8% | +14.5% | +9.2% |
| 1Y | +79.2% | +6.4% | +72.7% | +63.7% |
| 3Y | +904.9% | +15.8% | +889.1% | +746.3% |
| All | +91.9% | -36.8% | +128.8% | +231.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling