-20.3%
IREN vs TFC
-0.5%
-19.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -5.9% |
| 7D | +8.0% | +0.1% | +7.9% | +7.8% |
| 30D | -44.0% | +8.6% | -52.7% | -48.3% |
| 3M | -55.4% | -4.3% | -51.1% | -54.5% |
| 6M | -65.6% | +5.4% | -71.0% | -68.4% |
| YTD | -48.4% | +4.5% | -52.9% | -53.0% |
| 1Y | -65.0% | +14.0% | -79.0% | -70.7% |
| 3Y | +558.1% | +93.4% | +464.7% | +264.3% |
| All | -20.3% | -0.5% | -19.8% | -32.6% |
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