+551.5%
IREN vs FAST
+99.1%
+452.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.6% |
| 7D | +8.0% | +5.0% | +3.0% | +6.2% |
| 30D | -44.0% | +8.6% | -52.6% | -45.8% |
| 3M | -55.4% | +6.9% | -62.3% | -56.6% |
| 6M | -65.6% | +29.6% | -95.1% | -69.5% |
| YTD | -48.4% | +41.4% | -89.8% | -57.9% |
| 1Y | -65.0% | +38.5% | -103.5% | -71.2% |
| All | +551.5% | +99.1% | +452.4% | +592.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling