-11.5%
IREN vs AFRM
-55.1%
+43.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -2.2% | +22.2% | +21.1% |
| 7D | -9.6% | -7.3% | -2.3% | -6.3% |
| 30D | -44.1% | -9.6% | -34.5% | -41.3% |
| 3M | -42.9% | -11.1% | -31.9% | -40.5% |
| 6M | -64.5% | +3.9% | -68.4% | -66.1% |
| YTD | -42.7% | -8.5% | -34.2% | -42.7% |
| 1Y | -67.7% | +3.3% | -70.9% | -69.9% |
| 3Y | +547.9% | +213.7% | +334.2% | +226.3% |
| All | -11.5% | -55.1% | +43.6% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling