-25.7%
IREN vs DFNS
-100.0%
+74.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.5% | -1.2% | -6.7% |
| 7D | -16.0% | -6.0% | -10.1% | -16.0% |
| 30D | -40.5% | -71.2% | +30.6% | -40.1% |
| 3M | -59.4% | -94.5% | +35.1% | -58.8% |
| 6M | -67.1% | -96.5% | +29.5% | -66.7% |
| YTD | -51.9% | -99.6% | +47.7% | -51.1% |
| 1Y | -62.7% | -99.7% | +37.0% | -62.0% |
| 3Y | +507.7% | -100.0% | +607.7% | +355.9% |
| All | -25.7% | -100.0% | +74.3% | -21.8% |
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