+82.7%
IREN vs FLEX
+653.7%
-571.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +6.1% |
| 7D | +26.0% | -0.9% | +26.9% | +26.9% |
| 30D | +14.9% | -10.1% | +25.0% | +24.7% |
| 3M | -27.8% | -31.3% | +3.6% | -4.3% |
| 6M | +1.9% | +71.3% | -69.4% | -39.4% |
| YTD | +18.3% | +81.2% | -63.0% | -32.7% |
| 1Y | +71.0% | +98.5% | -27.5% | -10.5% |
| 3Y | +882.0% | +428.2% | +453.7% | +116.7% |
| All | +82.7% | +653.7% | -571.0% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling