-14.8%
IREN vs DFNS
-100.0%
+85.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +12.7% | -7.1% | +5.5% |
| 7D | -4.0% | -13.0% | +9.0% | -3.9% |
| 30D | -40.1% | -56.9% | +16.8% | -39.8% |
| 3M | -47.6% | -93.2% | +45.6% | -46.9% |
| 6M | -62.2% | -95.4% | +33.2% | -61.9% |
| YTD | -44.8% | -99.5% | +54.7% | -44.0% |
| 1Y | -63.7% | -99.6% | +36.0% | -63.1% |
| 3Y | +604.1% | -100.0% | +704.0% | +427.2% |
| All | -14.8% | -100.0% | +85.2% | -10.5% |
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