+85.6%
IREN vs FLEX
+675.6%
-590.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.2% |
| 7D | +14.6% | +6.4% | +8.2% | +9.4% |
| 30D | +17.1% | -5.9% | +23.0% | +22.7% |
| 3M | -16.0% | -23.5% | +7.4% | +2.1% |
| 6M | +16.8% | +83.7% | -66.9% | -34.6% |
| YTD | +20.1% | +86.5% | -66.4% | -33.1% |
| 1Y | +50.3% | +100.5% | -50.2% | -21.8% |
| 3Y | +871.5% | +469.8% | +401.7% | +100.5% |
| All | +85.6% | +675.6% | -590.0% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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