-62.7%
IREN vs TFC
+15.7%
-78.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -7.9% | -6.5% |
| 7D | -16.0% | +2.3% | -18.3% | -15.6% |
| 30D | -40.5% | +10.8% | -51.4% | -39.7% |
| 3M | -59.4% | -3.8% | -55.6% | -59.1% |
| 6M | -67.1% | +9.6% | -76.6% | -68.1% |
| YTD | -51.9% | +5.8% | -57.7% | -54.5% |
| 1Y | -62.7% | +16.2% | -78.8% | -63.0% |
| All | -62.7% | +15.7% | -78.4% | -63.0% |
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