+78.5%
IREN vs USFR
+20.5%
+58.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.9% |
| 7D | +4.8% | +0.1% | +4.7% | +4.3% |
| 30D | +9.8% | +0.3% | +9.5% | +7.7% |
| 3M | -15.3% | +1.0% | -16.3% | -20.4% |
| 6M | +14.5% | +1.9% | +12.6% | 0.0% |
| YTD | +15.5% | +2.7% | +12.9% | -6.0% |
| 1Y | +29.8% | +4.0% | +25.8% | -6.7% |
| 3Y | +834.5% | +14.1% | +820.4% | +197.9% |
| All | +78.5% | +20.5% | +58.0% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling