+904.9%
IREN vs FLUT
-42.5%
+947.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.4% | +4.8% |
| 7D | +27.5% | +3.8% | +23.6% | +25.9% |
| 30D | +13.8% | +6.3% | +7.5% | +10.7% |
| 3M | -20.7% | -4.0% | -16.7% | -21.4% |
| 6M | +27.9% | -10.3% | +38.2% | +29.6% |
| YTD | +24.3% | -53.2% | +77.4% | +66.1% |
| 1Y | +79.2% | -65.0% | +144.2% | +174.4% |
| 3Y | +904.9% | -43.9% | +948.8% | +1,158.7% |
| All | +904.9% | -42.5% | +947.4% | +1,158.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling