-25.7%
IREN vs SFM
+107.9%
-133.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.1% | -6.9% |
| 7D | -16.0% | +6.0% | -22.1% | -16.9% |
| 30D | -40.5% | -19.5% | -21.1% | -38.6% |
| 3M | -59.4% | -37.0% | -22.4% | -56.2% |
| 6M | -67.1% | -41.0% | -26.1% | -64.2% |
| YTD | -51.9% | -34.6% | -17.3% | -49.3% |
| 1Y | -62.7% | -36.3% | -26.4% | -60.5% |
| 3Y | +507.7% | +24.5% | +483.2% | +464.9% |
| All | -25.7% | +107.9% | -133.6% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling