-12.4%
IREN vs FAST
+100.9%
-113.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.0% | -2.8% |
| 7D | -2.8% | +3.8% | -6.6% | -5.0% |
| 30D | -39.2% | +8.1% | -47.2% | -42.2% |
| 3M | -48.1% | +5.8% | -53.9% | -50.1% |
| 6M | -65.0% | +24.9% | -89.9% | -70.2% |
| YTD | -43.3% | +38.9% | -82.2% | -56.6% |
| 1Y | -65.7% | +36.5% | -102.1% | -73.5% |
| 3Y | +620.9% | +98.1% | +522.7% | +295.2% |
| All | -12.4% | +100.9% | -113.3% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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