-67.4%
IREN vs FIVE
+63.3%
-130.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +6.7% | -17.9% | -14.5% |
| 7D | -24.7% | +7.5% | -32.2% | -28.0% |
| 30D | -46.4% | +16.7% | -63.1% | -51.2% |
| 3M | -46.9% | +13.4% | -60.2% | -51.3% |
| 6M | -56.1% | +9.0% | -65.2% | -58.4% |
| YTD | -42.5% | +33.8% | -76.3% | -56.3% |
| 1Y | -67.4% | +61.2% | -128.6% | -81.3% |
| All | -67.4% | +63.3% | -130.7% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling