+620.9%
IREN vs DFNS
-100.0%
+720.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.0% |
| 7D | -2.8% | -42.8% | +40.0% | -2.4% |
| 30D | -39.2% | -67.6% | +28.4% | -38.8% |
| 3M | -48.1% | -94.9% | +46.8% | -47.3% |
| 6M | -65.0% | -96.7% | +31.7% | -64.6% |
| YTD | -43.3% | -99.6% | +56.3% | -42.4% |
| 1Y | -65.7% | -99.7% | +34.1% | -65.1% |
| 3Y | +620.9% | -100.0% | +720.9% | +541.8% |
| All | +620.9% | -100.0% | +720.9% | +541.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling