+82.7%
IREN vs FLUT
-37.4%
+120.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.2% | +9.5% | +8.3% |
| 7D | +26.0% | -1.6% | +27.7% | +26.9% |
| 30D | +14.9% | +7.7% | +7.1% | +9.9% |
| 3M | -27.8% | -0.7% | -27.1% | -29.9% |
| 6M | +1.9% | -11.2% | +13.1% | +3.7% |
| YTD | +18.3% | -53.4% | +71.7% | +66.1% |
| 1Y | +71.0% | -65.8% | +136.8% | +180.1% |
| 3Y | +882.0% | -44.9% | +926.9% | +1,094.8% |
| All | +82.7% | -37.4% | +120.2% | +91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling