-19.3%
IREN vs CF
+106.1%
-125.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +2.6% | -10.4% | -8.0% |
| 7D | -19.3% | +4.8% | -24.1% | -19.5% |
| 30D | -43.9% | +9.7% | -53.6% | -44.3% |
| 3M | -49.1% | +1.2% | -50.3% | -49.2% |
| 6M | -67.8% | +7.4% | -75.1% | -68.3% |
| YTD | -47.8% | +60.5% | -108.3% | -54.1% |
| 1Y | -67.2% | +50.7% | -118.0% | -70.9% |
| 3Y | +566.6% | +64.8% | +501.8% | +471.3% |
| All | -19.3% | +106.1% | -125.4% | -30.7% |
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