+50.3%
IREN vs SFM
-47.5%
+97.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -3.2% |
| 7D | +14.6% | -7.2% | +21.7% | +14.8% |
| 30D | +17.1% | -14.3% | +31.4% | +17.6% |
| 3M | -16.0% | -13.7% | -2.3% | -15.9% |
| 6M | +16.8% | -6.0% | +22.8% | +16.2% |
| YTD | +20.1% | -8.2% | +28.4% | +19.7% |
| 1Y | +50.3% | -46.2% | +96.5% | +23.3% |
| All | +50.3% | -47.5% | +97.8% | +23.3% |
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