-25.7%
IREN vs FLUT
-49.3%
+23.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.3% |
| 7D | -16.0% | -0.7% | -15.3% | -15.7% |
| 30D | -40.5% | +9.3% | -49.8% | -43.6% |
| 3M | -59.4% | -17.5% | -41.9% | -57.0% |
| 6M | -67.1% | -14.6% | -52.5% | -66.7% |
| YTD | -51.9% | -62.3% | +10.4% | -27.2% |
| 1Y | -62.7% | -59.6% | -3.0% | -45.7% |
| 3Y | +507.7% | -45.3% | +553.0% | +607.9% |
| All | -25.7% | -49.3% | +23.6% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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