+91.9%
IREN vs TFC
+0.8%
+91.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.2% | +6.8% |
| 7D | +27.5% | +2.2% | +25.2% | +25.1% |
| 30D | +13.8% | -2.5% | +16.3% | +15.9% |
| 3M | -20.7% | +4.5% | -25.3% | -25.6% |
| 6M | +27.9% | +11.0% | +16.9% | +13.6% |
| YTD | +24.3% | +5.9% | +18.4% | +13.5% |
| 1Y | +79.2% | +14.6% | +64.6% | +51.0% |
| 3Y | +904.9% | +96.7% | +808.2% | +455.8% |
| All | +91.9% | +0.8% | +91.1% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling