+904.9%
IREN vs CIFR
+506.9%
+398.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.3% | +0.7% | +2.1% |
| 7D | +27.5% | +26.7% | +0.8% | +8.5% |
| 30D | +13.8% | +7.7% | +6.1% | +6.3% |
| 3M | -20.7% | -23.8% | +3.1% | -8.6% |
| 6M | +27.9% | +35.9% | -8.0% | -0.6% |
| YTD | +24.3% | +25.4% | -1.2% | +4.0% |
| 1Y | +79.2% | +139.8% | -60.6% | -3.8% |
| 3Y | +904.9% | +515.0% | +390.0% | +148.9% |
| All | +904.9% | +506.9% | +398.0% | +148.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling