+904.9%
IREN vs SFM
+96.9%
+808.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.5% | +11.5% | +6.6% |
| 7D | +27.5% | -5.8% | +33.3% | +29.1% |
| 30D | +13.8% | -11.4% | +25.2% | +16.8% |
| 3M | -20.7% | -12.2% | -8.5% | -18.9% |
| 6M | +27.9% | -5.2% | +33.0% | +26.6% |
| YTD | +24.3% | -4.5% | +28.7% | +22.2% |
| 1Y | +79.2% | -45.4% | +124.6% | +113.5% |
| 3Y | +904.9% | +91.1% | +813.8% | +297.7% |
| All | +904.9% | +96.9% | +808.1% | +297.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling