+82.7%
IREN vs SFM
+225.1%
-142.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.9% | +4.4% | +6.7% |
| 7D | +26.0% | -0.1% | +26.1% | +26.0% |
| 30D | +14.9% | -4.4% | +19.3% | +15.6% |
| 3M | -27.8% | +1.5% | -29.3% | -28.5% |
| 6M | +1.9% | +6.5% | -4.6% | -1.1% |
| YTD | +18.3% | +2.2% | +16.1% | +15.6% |
| 1Y | +71.0% | -41.9% | +112.9% | +88.5% |
| 3Y | +882.0% | +106.8% | +775.2% | +742.1% |
| All | +82.7% | +225.1% | -142.3% | +64.2% |
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