+85.6%
IREN vs FLUT
-37.9%
+123.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -2.0% | -2.7% |
| 7D | +14.6% | -2.6% | +17.2% | +15.9% |
| 30D | +17.1% | +5.4% | +11.7% | +13.2% |
| 3M | -16.0% | -10.8% | -5.2% | -13.7% |
| 6M | +16.8% | -9.2% | +26.0% | +17.6% |
| YTD | +20.1% | -53.8% | +73.9% | +69.3% |
| 1Y | +50.3% | -66.0% | +116.3% | +146.8% |
| 3Y | +871.5% | -44.7% | +916.2% | +1,077.9% |
| All | +85.6% | -37.9% | +123.5% | +95.6% |
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