+82.7%
IREN vs TFC
+3.0%
+79.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.2% |
| 7D | +26.0% | +2.4% | +23.6% | +23.6% |
| 30D | +14.9% | -1.3% | +16.2% | +16.0% |
| 3M | -27.8% | +6.1% | -33.8% | -32.9% |
| 6M | +1.9% | +7.3% | -5.4% | -6.3% |
| YTD | +18.3% | +8.2% | +10.1% | +6.3% |
| 1Y | +71.0% | +14.4% | +56.6% | +44.7% |
| 3Y | +882.0% | +93.7% | +788.3% | +449.2% |
| All | +82.7% | +3.0% | +79.7% | +52.3% |
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 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