-25.7%
IREN vs USFD
+218.1%
-243.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -6.9% |
| 7D | -16.0% | +1.7% | -17.7% | -17.1% |
| 30D | -40.5% | +10.2% | -50.7% | -45.9% |
| 3M | -59.4% | -1.5% | -57.9% | -59.8% |
| 6M | -67.1% | +27.3% | -94.4% | -74.9% |
| YTD | -51.9% | +44.0% | -95.9% | -68.5% |
| 1Y | -62.7% | +50.4% | -113.0% | -76.5% |
| 3Y | +507.7% | +153.6% | +354.1% | +136.5% |
| All | -25.7% | +218.1% | -243.8% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling