-25.7%
IREN vs CF
+110.7%
-136.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.9% | -6.7% |
| 7D | -16.0% | +4.8% | -20.8% | -16.3% |
| 30D | -40.5% | +4.7% | -45.3% | -40.7% |
| 3M | -59.4% | +7.4% | -66.8% | -59.7% |
| 6M | -67.1% | +0.6% | -67.7% | -67.2% |
| YTD | -51.9% | +64.1% | -116.0% | -57.8% |
| 1Y | -62.7% | +51.4% | -114.1% | -66.7% |
| 3Y | +507.7% | +67.8% | +439.9% | +420.4% |
| All | -25.7% | +110.7% | -136.4% | -36.3% |
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