-14.8%
IREN vs TFC
+0.2%
-15.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | -4.0% | -1.2% | -2.8% | -2.9% |
| 30D | -40.1% | +7.8% | -47.9% | -44.3% |
| 3M | -47.6% | -3.0% | -44.6% | -47.1% |
| 6M | -62.2% | +5.8% | -68.0% | -65.5% |
| YTD | -44.8% | +5.3% | -50.1% | -50.0% |
| 1Y | -63.7% | +15.7% | -79.4% | -70.0% |
| 3Y | +604.1% | +94.8% | +509.3% | +287.3% |
| All | -14.8% | +0.2% | -15.0% | -28.4% |
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