-11.5%
IREN vs F
-14.1%
+2.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -0.7% | +20.7% | +20.5% |
| 7D | -9.6% | +1.6% | -11.2% | -11.2% |
| 30D | -44.1% | +2.6% | -46.7% | -45.7% |
| 3M | -42.9% | -8.8% | -34.1% | -40.1% |
| 6M | -64.5% | +4.6% | -69.1% | -67.3% |
| YTD | -42.7% | -1.9% | -40.8% | -44.7% |
| 1Y | -67.7% | -0.8% | -66.9% | -69.0% |
| 3Y | +547.9% | +43.5% | +504.4% | +352.2% |
| All | -11.5% | -14.1% | +2.6% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling