-12.4%
IREN vs CF
+100.9%
-113.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.8% | -0.9% | -1.9% | -2.7% |
| 30D | -39.2% | +6.9% | -46.1% | -39.5% |
| 3M | -48.1% | +4.8% | -52.9% | -48.5% |
| 6M | -65.0% | +4.7% | -69.7% | -65.6% |
| YTD | -43.3% | +56.5% | -99.8% | -50.2% |
| 1Y | -65.7% | +48.4% | -114.1% | -69.5% |
| 3Y | +620.9% | +59.1% | +561.7% | +519.3% |
| All | -12.4% | +100.9% | -113.3% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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