-11.5%
IREN vs RF
+43.8%
-55.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -0.4% | +20.4% | +20.3% |
| 7D | -9.6% | -0.9% | -8.7% | -9.1% |
| 30D | -44.1% | +6.0% | -50.1% | -46.9% |
| 3M | -42.9% | -8.9% | -34.1% | -39.2% |
| 6M | -64.5% | +2.3% | -66.9% | -66.0% |
| YTD | -42.7% | +7.6% | -50.3% | -48.3% |
| 1Y | -67.7% | +21.2% | -88.8% | -73.8% |
| 3Y | +547.9% | +108.5% | +439.4% | +244.9% |
| All | -11.5% | +43.8% | -55.3% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling