+91.9%
IREN vs TMF
-86.7%
+178.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.0% |
| 7D | +27.5% | +1.0% | +26.5% | +27.4% |
| 30D | +13.8% | -1.8% | +15.7% | +14.0% |
| 3M | -20.7% | -8.2% | -12.5% | -20.3% |
| 6M | +27.9% | -19.5% | +47.4% | +29.3% |
| YTD | +24.3% | -16.0% | +40.2% | +25.3% |
| 1Y | +79.2% | -22.5% | +101.7% | +81.2% |
| 3Y | +904.9% | -42.3% | +947.2% | +924.8% |
| All | +91.9% | -86.7% | +178.6% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling