-12.4%
IREN vs TFC
+0.4%
-12.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -2.6% |
| 7D | -2.8% | +0.3% | -3.1% | -3.4% |
| 30D | -39.2% | +9.2% | -48.3% | -44.0% |
| 3M | -48.1% | -2.9% | -45.2% | -47.6% |
| 6M | -65.0% | +3.5% | -68.5% | -67.3% |
| YTD | -43.3% | +5.4% | -48.7% | -48.7% |
| 1Y | -65.7% | +17.3% | -83.0% | -72.0% |
| 3Y | +620.9% | +96.7% | +524.2% | +293.5% |
| All | -12.4% | +0.4% | -12.8% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling