+620.9%
IREN vs FLUT
-46.0%
+666.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.1% |
| 7D | -2.8% | -6.5% | +3.7% | -1.3% |
| 30D | -39.2% | +2.8% | -41.9% | -40.0% |
| 3M | -48.1% | -13.5% | -34.6% | -46.8% |
| 6M | -65.0% | -19.0% | -46.0% | -64.0% |
| YTD | -43.3% | -61.9% | +18.6% | -21.7% |
| 1Y | -65.7% | -63.2% | -2.4% | -51.7% |
| 3Y | +620.9% | -46.0% | +666.9% | +1,007.5% |
| All | +620.9% | -46.0% | +666.8% | +1,007.5% |
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