-67.4%
IREN vs IFF
+44.8%
-112.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -4.9% | -6.4% | -10.9% |
| 7D | -24.7% | -3.3% | -21.4% | -24.6% |
| 30D | -46.4% | +5.3% | -51.7% | -46.9% |
| 3M | -46.9% | +8.9% | -55.7% | -47.8% |
| 6M | -56.1% | +26.3% | -82.5% | -58.1% |
| YTD | -42.5% | +32.2% | -74.7% | -44.2% |
| 1Y | -67.4% | +45.8% | -113.2% | -69.9% |
| All | -67.4% | +44.8% | -112.2% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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