+82.7%
IREN vs FLR
+140.7%
-58.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.3% | +9.6% | +8.9% |
| 7D | +26.0% | +5.4% | +20.6% | +21.4% |
| 30D | +14.9% | +11.4% | +3.5% | +5.9% |
| 3M | -27.8% | +11.4% | -39.2% | -31.7% |
| 6M | +1.9% | +16.6% | -14.7% | -8.0% |
| YTD | +18.3% | +41.7% | -23.4% | -5.7% |
| 1Y | +71.0% | +35.4% | +35.6% | +41.5% |
| 3Y | +882.0% | +57.3% | +824.7% | +632.4% |
| All | +82.7% | +140.7% | -58.0% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling