+85.6%
IREN vs SFM
+192.0%
-106.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -2.6% |
| 7D | +14.6% | -7.2% | +21.7% | +16.1% |
| 30D | +17.1% | -14.3% | +31.4% | +20.2% |
| 3M | -16.0% | -13.7% | -2.3% | -14.2% |
| 6M | +16.8% | -6.0% | +22.8% | +16.3% |
| YTD | +20.1% | -8.2% | +28.4% | +19.8% |
| 1Y | +50.3% | -46.2% | +96.5% | +67.8% |
| 3Y | +871.5% | +83.6% | +788.0% | +750.6% |
| All | +85.6% | +192.0% | -106.4% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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