+91.9%
IREN vs FLEX
+686.8%
-594.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.4% | +0.7% | +1.6% |
| 7D | +27.5% | +7.0% | +20.5% | +21.1% |
| 30D | +13.8% | -5.8% | +19.6% | +19.2% |
| 3M | -20.7% | -24.2% | +3.5% | -2.8% |
| 6M | +27.9% | +90.8% | -62.9% | -30.6% |
| YTD | +24.3% | +89.2% | -64.9% | -31.6% |
| 1Y | +79.2% | +104.7% | -25.5% | -8.3% |
| 3Y | +904.9% | +478.1% | +426.8% | +105.0% |
| All | +91.9% | +686.8% | -594.8% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling