-20.3%
IREN vs SFM
+105.2%
-125.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.6% | -8.1% | -6.8% |
| 7D | +8.0% | -0.4% | +8.5% | +8.0% |
| 30D | -44.0% | -19.2% | -24.8% | -42.2% |
| 3M | -55.4% | -40.3% | -15.1% | -51.4% |
| 6M | -65.6% | -40.9% | -24.7% | -62.6% |
| YTD | -48.4% | -35.5% | -12.9% | -45.5% |
| 1Y | -65.0% | -37.4% | -27.6% | -62.9% |
| 3Y | +558.1% | +25.5% | +532.6% | +511.5% |
| All | -20.3% | +105.2% | -125.5% | -22.7% |
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