+71.0%
IREN vs AFRM
-15.0%
+86.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.6% | +9.9% | +8.6% |
| 7D | +26.0% | -7.0% | +33.0% | +30.2% |
| 30D | +14.9% | -7.8% | +22.7% | +18.7% |
| 3M | -27.8% | +5.3% | -33.1% | -30.7% |
| 6M | +1.9% | +42.6% | -40.7% | -19.0% |
| YTD | +18.3% | -2.8% | +21.1% | +14.5% |
| 1Y | +71.0% | -19.3% | +90.3% | +92.5% |
| All | +71.0% | -15.0% | +86.0% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 1y: compounded portfolio wealth divided by compounded AFRM 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…
1y analysis · Full analysis span regression · 6 months rolling