-11.5%
IREN vs USFD
+212.9%
-224.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -0.2% | +20.2% | +20.1% |
| 7D | -9.6% | +3.0% | -12.6% | -12.8% |
| 30D | -44.1% | +11.1% | -55.1% | -49.5% |
| 3M | -42.9% | -0.3% | -42.7% | -44.0% |
| 6M | -64.5% | +15.9% | -80.4% | -70.6% |
| YTD | -42.7% | +41.6% | -84.3% | -62.0% |
| 1Y | -67.7% | +49.4% | -117.1% | -79.6% |
| 3Y | +547.9% | +157.8% | +390.1% | +147.4% |
| All | -11.5% | +212.9% | -224.4% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling