+85.6%
IREN vs CIFR
+105.6%
-20.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.7% | +5.4% | +1.6% |
| 7D | +14.6% | +11.3% | +3.2% | +7.3% |
| 30D | +17.1% | +3.5% | +13.6% | +13.1% |
| 3M | -16.0% | -26.6% | +10.6% | -2.4% |
| 6M | +16.8% | +18.1% | -1.3% | +3.9% |
| YTD | +20.1% | +14.5% | +5.6% | +11.3% |
| 1Y | +50.3% | +83.3% | -33.0% | +6.7% |
| 3Y | +871.5% | +461.5% | +410.1% | +246.5% |
| All | +85.6% | +105.6% | -20.0% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling