+91.9%
IREN vs AFRM
-52.5%
+144.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.2% |
| 7D | +27.5% | +3.1% | +24.4% | +25.5% |
| 30D | +13.8% | -4.2% | +18.0% | +15.4% |
| 3M | -20.7% | +10.1% | -30.8% | -25.5% |
| 6M | +27.9% | +39.4% | -11.5% | +5.4% |
| YTD | +24.3% | -3.2% | +27.4% | +21.7% |
| 1Y | +79.2% | -16.1% | +95.3% | +86.8% |
| 3Y | +904.9% | +220.8% | +684.1% | +398.0% |
| All | +91.9% | -52.5% | +144.4% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling