-14.8%
IREN vs RF
+45.5%
-60.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.8% |
| 7D | -4.0% | -1.3% | -2.7% | -2.8% |
| 30D | -40.1% | +4.6% | -44.8% | -42.5% |
| 3M | -47.6% | -8.4% | -39.1% | -44.3% |
| 6M | -62.2% | +8.9% | -71.1% | -65.6% |
| YTD | -44.8% | +8.8% | -53.6% | -50.6% |
| 1Y | -63.7% | +18.9% | -82.6% | -69.9% |
| 3Y | +604.1% | +116.0% | +488.1% | +264.7% |
| All | -14.8% | +45.5% | -60.3% | -40.0% |
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