+507.7%
IREN vs USFD
+156.3%
+351.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -6.8% |
| 7D | -16.0% | +1.7% | -17.7% | -16.7% |
| 30D | -40.5% | +10.2% | -50.7% | -44.2% |
| 3M | -59.4% | -1.5% | -57.9% | -59.4% |
| 6M | -67.1% | +27.3% | -94.4% | -73.7% |
| YTD | -51.9% | +44.0% | -95.9% | -67.5% |
| 1Y | -62.7% | +50.4% | -113.0% | -75.9% |
| 3Y | +507.7% | +153.6% | +354.1% | +192.3% |
| All | +507.7% | +156.3% | +351.4% | +192.3% |
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