-25.7%
IREN vs FIVE
+13.0%
-38.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.6% |
| 7D | -16.0% | +2.7% | -18.7% | -17.3% |
| 30D | -40.5% | +12.7% | -53.2% | -44.5% |
| 3M | -59.4% | +2.1% | -61.5% | -60.5% |
| 6M | -67.1% | +17.5% | -84.5% | -70.5% |
| YTD | -51.9% | +31.0% | -82.9% | -59.3% |
| 1Y | -62.7% | +67.7% | -130.4% | -72.3% |
| 3Y | +507.7% | +43.4% | +464.3% | +358.4% |
| All | -25.7% | +13.0% | -38.7% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling