-62.6%
IREN vs SFM
-35.5%
-27.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.5% | +2.2% | +5.7% |
| 7D | -4.0% | -7.1% | +3.1% | -4.0% |
| 30D | -40.1% | -21.4% | -18.7% | -39.2% |
| 3M | -47.6% | -40.1% | -7.5% | -46.6% |
| 6M | -62.2% | -38.0% | -24.2% | -61.7% |
| YTD | -44.8% | -36.5% | -8.3% | -45.3% |
| All | -62.6% | -35.5% | -27.1% | -63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling