-19.3%
IREN vs FLUT
-48.4%
+29.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.6% | -8.5% | -8.1% |
| 7D | -19.3% | -1.5% | -17.9% | -19.0% |
| 30D | -43.9% | +3.4% | -47.4% | -45.4% |
| 3M | -49.1% | -12.5% | -36.6% | -47.6% |
| 6M | -67.8% | -18.5% | -49.3% | -66.5% |
| YTD | -47.8% | -61.6% | +13.9% | -21.6% |
| 1Y | -67.2% | -64.1% | -3.1% | -49.0% |
| 3Y | +566.6% | -44.5% | +611.0% | +670.7% |
| All | -19.3% | -48.4% | +29.1% | -9.4% |
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