+91.9%
IREN vs FLUT
-37.1%
+129.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.4% | +4.8% |
| 7D | +27.5% | +3.8% | +23.6% | +25.3% |
| 30D | +13.8% | +6.3% | +7.5% | +9.6% |
| 3M | -20.7% | -4.0% | -16.7% | -21.7% |
| 6M | +27.9% | -10.3% | +38.2% | +29.5% |
| YTD | +24.3% | -53.2% | +77.4% | +74.0% |
| 1Y | +79.2% | -65.0% | +144.2% | +190.3% |
| 3Y | +904.9% | -43.9% | +948.8% | +1,110.6% |
| All | +91.9% | -37.1% | +129.0% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling