+551.5%
IREN vs USFD
+155.8%
+395.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.2% | -5.9% |
| 7D | +8.0% | +1.3% | +6.7% | +7.3% |
| 30D | -44.0% | +10.6% | -54.6% | -47.6% |
| 3M | -55.4% | -2.4% | -53.0% | -55.1% |
| 6M | -65.6% | +28.9% | -94.5% | -72.8% |
| YTD | -48.4% | +43.7% | -92.1% | -65.2% |
| 1Y | -65.0% | +48.5% | -113.5% | -77.1% |
| All | +551.5% | +155.8% | +395.7% | +213.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling