-25.7%
IREN vs RJF
+82.6%
-108.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -7.4% |
| 7D | -16.0% | +3.6% | -19.6% | -18.7% |
| 30D | -40.5% | +7.2% | -47.8% | -44.8% |
| 3M | -59.4% | -6.5% | -52.9% | -57.8% |
| 6M | -67.1% | +10.3% | -77.4% | -71.3% |
| YTD | -51.9% | +6.5% | -58.4% | -56.4% |
| 1Y | -62.7% | +6.1% | -68.8% | -65.9% |
| 3Y | +507.7% | +74.9% | +432.8% | +253.4% |
| All | -25.7% | +82.6% | -108.2% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling