-25.7%
IREN vs AFRM
-57.1%
+31.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -6.2% |
| 7D | -16.0% | -4.4% | -11.6% | -13.9% |
| 30D | -40.5% | -7.7% | -32.9% | -38.1% |
| 3M | -59.4% | -16.9% | -42.5% | -55.9% |
| 6M | -67.1% | +2.5% | -69.6% | -68.0% |
| YTD | -51.9% | -12.5% | -39.4% | -50.7% |
| 1Y | -62.7% | -11.0% | -51.6% | -62.0% |
| 3Y | +507.7% | +184.6% | +323.1% | +225.4% |
| All | -25.7% | -57.1% | +31.4% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling