+78.5%
IREN vs IFF
-37.4%
+115.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | +4.8% | -2.8% | +7.6% | +6.1% |
| 30D | +9.8% | -1.1% | +10.9% | +10.1% |
| 3M | -15.3% | +13.8% | -29.1% | -21.8% |
| 6M | +14.5% | +16.7% | -2.2% | +4.1% |
| YTD | +15.5% | +26.1% | -10.6% | -0.1% |
| 1Y | +29.8% | +33.5% | -3.7% | +7.5% |
| 3Y | +834.5% | +31.6% | +802.9% | +615.5% |
| All | +78.5% | -37.4% | +115.9% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling