+507.7%
IREN vs RJF
+76.6%
+431.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -7.3% |
| 7D | -16.0% | +3.6% | -19.6% | -18.4% |
| 30D | -40.5% | +7.2% | -47.8% | -44.4% |
| 3M | -59.4% | -6.5% | -52.9% | -57.7% |
| 6M | -67.1% | +10.3% | -77.4% | -71.1% |
| YTD | -51.9% | +6.5% | -58.4% | -56.2% |
| 1Y | -62.7% | +6.1% | -68.8% | -65.7% |
| 3Y | +507.7% | +74.9% | +432.8% | +378.2% |
| All | +507.7% | +76.6% | +431.1% | +378.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling