-12.4%
IREN vs RF
+47.0%
-59.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -2.7% |
| 7D | -2.8% | -0.1% | -2.6% | -2.7% |
| 30D | -39.2% | +7.0% | -46.2% | -42.6% |
| 3M | -48.1% | -7.0% | -41.1% | -45.5% |
| 6M | -65.0% | +6.8% | -71.8% | -67.6% |
| YTD | -43.3% | +9.9% | -53.2% | -49.7% |
| 1Y | -65.7% | +21.1% | -86.8% | -72.0% |
| 3Y | +620.9% | +119.6% | +501.3% | +268.5% |
| All | -12.4% | +47.0% | -59.4% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling