+79.2%
IREN vs USFD
+32.2%
+47.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.1% |
| 7D | +27.5% | -3.3% | +30.8% | +27.9% |
| 30D | +13.8% | -5.3% | +19.1% | +14.5% |
| 3M | -20.7% | +18.8% | -39.5% | -27.9% |
| 6M | +27.9% | +14.3% | +13.6% | +18.8% |
| YTD | +24.3% | +36.9% | -12.6% | -8.7% |
| 1Y | +79.2% | +31.7% | +47.5% | +30.0% |
| All | +79.2% | +32.2% | +47.0% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling