+79.3%
IREN vs IFF
-37.7%
+117.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.7% |
| 7D | -1.9% | -3.2% | +1.3% | -0.5% |
| 30D | +0.4% | -0.3% | +0.7% | +0.3% |
| 3M | -22.7% | +8.4% | -31.2% | -27.0% |
| 6M | +4.4% | +23.0% | -18.6% | -7.1% |
| YTD | +16.0% | +25.5% | -9.4% | +0.6% |
| 1Y | +33.4% | +29.1% | +4.4% | +12.7% |
| 3Y | +948.6% | +31.7% | +916.9% | +701.2% |
| All | +79.3% | -37.7% | +117.0% | +178.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling