+79.3%
IREN vs FLR
+132.3%
-53.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.4% |
| 7D | -1.9% | -3.5% | +1.6% | +0.6% |
| 30D | +0.4% | +4.2% | -3.8% | -2.4% |
| 3M | -22.7% | +8.1% | -30.8% | -25.8% |
| 6M | +4.4% | +21.5% | -17.1% | -8.3% |
| YTD | +16.0% | +36.8% | -20.7% | -5.1% |
| 1Y | +33.4% | +31.2% | +2.2% | +12.9% |
| 3Y | +948.6% | +53.9% | +894.7% | +697.4% |
| All | +79.3% | +132.3% | -53.1% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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