+85.6%
IREN vs TFC
0.0%
+85.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.7% |
| 7D | +14.6% | -1.3% | +15.9% | +15.8% |
| 30D | +17.1% | -2.3% | +19.5% | +19.1% |
| 3M | -16.0% | +2.5% | -18.5% | -19.6% |
| 6M | +16.8% | +9.5% | +7.3% | +4.9% |
| YTD | +20.1% | +5.1% | +15.1% | +10.5% |
| 1Y | +50.3% | +15.5% | +34.8% | +25.9% |
| 3Y | +871.5% | +95.2% | +776.4% | +441.1% |
| All | +85.6% | 0.0% | +85.6% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling