-11.5%
IREN vs FAST
+95.1%
-106.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +0.2% | +19.9% | +19.9% |
| 7D | -9.6% | +2.1% | -11.7% | -10.9% |
| 30D | -44.1% | +6.9% | -50.9% | -46.6% |
| 3M | -42.9% | +4.8% | -47.8% | -44.9% |
| 6M | -64.5% | +19.8% | -84.3% | -69.0% |
| YTD | -42.7% | +34.9% | -77.6% | -55.4% |
| 1Y | -67.7% | +32.8% | -100.5% | -74.6% |
| 3Y | +547.9% | +93.7% | +454.2% | +259.2% |
| All | -11.5% | +95.1% | -106.6% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling