-67.2%
IREN vs FLUT
-63.4%
-3.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.6% | -8.5% | -7.8% |
| 7D | -19.3% | -1.5% | -17.9% | -19.3% |
| 30D | -43.9% | +3.4% | -47.4% | -44.1% |
| 3M | -49.1% | -12.5% | -36.6% | -48.6% |
| 6M | -67.8% | -18.5% | -49.3% | -67.6% |
| YTD | -47.8% | -61.6% | +13.9% | -37.3% |
| 1Y | -67.2% | -64.1% | -3.1% | -59.2% |
| All | -67.2% | -63.4% | -3.8% | -59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling