-14.8%
IREN vs F
-14.4%
-0.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.9% | +5.8% |
| 7D | -4.0% | -2.1% | -1.9% | -2.5% |
| 30D | -40.1% | +3.3% | -43.4% | -42.1% |
| 3M | -47.6% | -11.3% | -36.3% | -43.9% |
| 6M | -62.2% | +5.3% | -67.5% | -65.4% |
| YTD | -44.8% | -2.2% | -42.6% | -46.6% |
| 1Y | -63.7% | -3.5% | -60.1% | -64.4% |
| 3Y | +604.1% | +49.5% | +554.5% | +376.7% |
| All | -14.8% | -14.4% | -0.4% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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