+904.9%
IREN vs TFC
+98.6%
+806.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.2% | +7.0% |
| 7D | +27.5% | +2.2% | +25.2% | +24.9% |
| 30D | +13.8% | -2.5% | +16.3% | +16.1% |
| 3M | -20.7% | +4.5% | -25.3% | -26.3% |
| 6M | +27.9% | +11.0% | +16.9% | +11.3% |
| YTD | +24.3% | +5.9% | +18.4% | +11.3% |
| 1Y | +79.2% | +14.6% | +64.6% | +45.2% |
| 3Y | +904.9% | +96.7% | +808.2% | +392.0% |
| All | +904.9% | +98.6% | +806.3% | +392.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling