-11.5%
IREN vs TMF
-86.8%
+75.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -0.2% | +20.2% | +20.0% |
| 7D | -9.6% | +1.2% | -10.9% | -9.7% |
| 30D | -44.1% | +19.7% | -63.8% | -44.8% |
| 3M | -42.9% | -2.1% | -40.8% | -42.9% |
| 6M | -64.5% | -13.4% | -51.1% | -64.2% |
| YTD | -42.7% | -16.7% | -26.0% | -42.2% |
| 1Y | -67.7% | -23.3% | -44.3% | -67.3% |
| 3Y | +547.9% | -24.8% | +572.7% | +548.7% |
| All | -11.5% | -86.8% | +75.3% | -14.9% |
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