+85.6%
IREN vs DFNS
-99.9%
+185.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -3.3% |
| 7D | +14.6% | +4.6% | +9.9% | +14.5% |
| 30D | +17.1% | -73.9% | +91.0% | +17.8% |
| 3M | -16.0% | -71.7% | +55.7% | -16.1% |
| 6M | +16.8% | -94.6% | +111.4% | +17.4% |
| YTD | +20.1% | -98.1% | +118.2% | +21.0% |
| 1Y | +50.3% | -98.3% | +148.6% | +51.5% |
| 3Y | +871.5% | -99.9% | +971.4% | +622.8% |
| All | +85.6% | -99.9% | +185.4% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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