-14.8%
IREN vs CIFR
-13.5%
-1.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.9% | -3.3% | +0.5% |
| 7D | -4.0% | +9.4% | -13.4% | -7.9% |
| 30D | -40.1% | -45.3% | +5.2% | -15.7% |
| 3M | -47.6% | -58.7% | +11.1% | -15.2% |
| 6M | -62.2% | -64.9% | +2.7% | -33.0% |
| YTD | -44.8% | -51.8% | +7.0% | -16.9% |
| 1Y | -63.7% | -61.9% | -1.8% | -37.6% |
| 3Y | +604.1% | +138.6% | +465.5% | +312.5% |
| All | -14.8% | -13.5% | -1.3% | -55.9% |
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