-26.3%
IREN vs CF
+99.7%
-126.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +6.2% | -23.1% | -17.3% |
| 7D | -31.3% | +0.4% | -31.7% | -31.3% |
| 30D | -56.3% | +2.2% | -58.5% | -56.4% |
| 3M | -53.6% | +2.1% | -55.8% | -53.9% |
| 6M | -67.1% | -6.5% | -60.5% | -67.1% |
| YTD | -52.3% | +55.6% | -107.8% | -58.0% |
| 1Y | -76.4% | +42.3% | -118.7% | -78.9% |
| 3Y | +416.6% | +55.7% | +360.9% | +344.7% |
| All | -26.3% | +99.7% | -126.0% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling