+79.3%
IREN vs RJF
+87.1%
-7.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -1.9% | -2.7% | +0.8% | +0.6% |
| 30D | +0.4% | -4.3% | +4.6% | +3.7% |
| 3M | -22.7% | +15.7% | -38.4% | -33.9% |
| 6M | +4.4% | +17.8% | -13.4% | -12.5% |
| YTD | +16.0% | +9.2% | +6.9% | +4.6% |
| 1Y | +33.4% | +2.8% | +30.6% | +26.5% |
| 3Y | +948.6% | +69.5% | +879.1% | +544.3% |
| All | +79.3% | +87.1% | -7.9% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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