+85.6%
IREN vs USFR
+20.5%
+65.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +14.6% | +0.1% | +14.5% | +14.2% |
| 30D | +17.1% | +0.3% | +16.8% | +15.1% |
| 3M | -16.0% | +1.0% | -17.0% | -21.2% |
| 6M | +16.8% | +1.9% | +14.9% | +1.8% |
| YTD | +20.1% | +2.7% | +17.5% | -2.1% |
| 1Y | +50.3% | +4.0% | +46.3% | +8.2% |
| 3Y | +871.5% | +14.0% | +857.5% | +210.3% |
| All | +85.6% | +20.5% | +65.1% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling