+78.5%
IREN vs CIFR
+93.9%
-15.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.7% | +1.9% | -0.6% |
| 7D | +4.8% | -8.2% | +13.0% | +9.9% |
| 30D | +9.8% | -7.4% | +17.2% | +12.9% |
| 3M | -15.3% | -24.2% | +8.9% | -3.2% |
| 6M | +14.5% | +14.2% | +0.3% | +3.8% |
| YTD | +15.5% | +8.0% | +7.5% | +10.7% |
| 1Y | +29.8% | +55.5% | -25.7% | +0.5% |
| 3Y | +834.5% | +429.6% | +404.9% | +244.4% |
| All | +78.5% | +93.9% | -15.4% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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