+507.7%
IREN vs AFRM
+192.6%
+315.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -6.1% |
| 7D | -16.0% | -4.4% | -11.6% | -13.6% |
| 30D | -40.5% | -7.7% | -32.9% | -37.8% |
| 3M | -59.4% | -16.9% | -42.5% | -55.4% |
| 6M | -67.1% | +2.5% | -69.6% | -68.3% |
| YTD | -51.9% | -12.5% | -39.4% | -50.8% |
| 1Y | -62.7% | -11.0% | -51.6% | -62.3% |
| 3Y | +507.7% | +184.6% | +323.1% | +129.3% |
| All | +507.7% | +192.6% | +315.1% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling