-62.7%
IREN vs USFR
+4.1%
-66.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.0% |
| 7D | -16.0% | +0.1% | -16.1% | -13.9% |
| 30D | -40.5% | +0.4% | -40.9% | -31.5% |
| 3M | -59.4% | +1.1% | -60.5% | -37.9% |
| 6M | -67.1% | +2.0% | -69.1% | -18.2% |
| YTD | -51.9% | +3.5% | -55.4% | +83.2% |
| 1Y | -62.7% | +4.1% | -66.7% | +23.5% |
| All | -62.7% | +4.1% | -66.7% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling