+33.4%
IREN vs TFC
+16.6%
+16.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.9% | -2.4% | +0.5% | -1.6% |
| 30D | +0.4% | -3.4% | +3.7% | +0.7% |
| 3M | -22.7% | +0.4% | -23.1% | -23.5% |
| 6M | +4.4% | +12.7% | -8.3% | -2.0% |
| YTD | +16.0% | +5.6% | +10.5% | +7.6% |
| 1Y | +33.4% | +16.0% | +17.4% | +15.3% |
| All | +33.4% | +16.6% | +16.9% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling