-25.7%
IREN vs TMF
-88.0%
+62.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.4% | -6.6% |
| 7D | -16.0% | -9.3% | -6.8% | -15.6% |
| 30D | -40.5% | +1.9% | -42.5% | -40.7% |
| 3M | -59.4% | -11.2% | -48.2% | -59.1% |
| 6M | -67.1% | -17.7% | -49.4% | -66.7% |
| YTD | -51.9% | -24.5% | -27.4% | -51.2% |
| 1Y | -62.7% | -29.4% | -33.2% | -62.0% |
| 3Y | +507.7% | -33.4% | +541.1% | +513.4% |
| All | -25.7% | -88.0% | +62.4% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling