-25.7%
IREN vs F
-16.7%
-9.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.8% |
| 7D | -16.0% | -3.1% | -12.9% | -14.1% |
| 30D | -40.5% | 0.0% | -40.6% | -41.2% |
| 3M | -59.4% | -13.2% | -46.2% | -55.9% |
| 6M | -67.1% | -10.2% | -56.9% | -65.6% |
| YTD | -51.9% | -4.9% | -47.0% | -52.5% |
| 1Y | -62.7% | -6.1% | -56.6% | -62.7% |
| 3Y | +507.7% | +46.0% | +461.7% | +318.7% |
| All | -25.7% | -16.7% | -9.0% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling