+82.7%
IREN vs USFR
+20.4%
+62.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.2% |
| 7D | +26.0% | +0.1% | +26.0% | +25.6% |
| 30D | +14.9% | +0.3% | +14.6% | +12.8% |
| 3M | -27.8% | +1.0% | -28.8% | -32.4% |
| 6M | +1.9% | +1.9% | 0.0% | -11.3% |
| YTD | +18.3% | +2.6% | +15.7% | -3.4% |
| 1Y | +71.0% | +4.0% | +67.0% | +22.7% |
| 3Y | +882.0% | +14.1% | +867.9% | +210.4% |
| All | +82.7% | +20.4% | +62.3% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling