-20.3%
IREN vs RF
+44.8%
-65.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.1% | -6.2% |
| 7D | +8.0% | +0.4% | +7.7% | +7.7% |
| 30D | -44.0% | +5.6% | -49.6% | -46.6% |
| 3M | -55.4% | -8.9% | -46.5% | -52.5% |
| 6M | -65.6% | +7.1% | -72.6% | -68.3% |
| YTD | -48.4% | +8.3% | -56.7% | -53.7% |
| 1Y | -65.0% | +16.8% | -81.9% | -70.6% |
| 3Y | +558.1% | +115.0% | +443.1% | +242.2% |
| All | -20.3% | +44.8% | -65.2% | -43.7% |
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