-25.7%
IREN vs FAST
+103.2%
-128.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.3% |
| 7D | -16.0% | +4.2% | -20.2% | -18.0% |
| 30D | -40.5% | +6.7% | -47.2% | -43.0% |
| 3M | -59.4% | +8.0% | -67.4% | -61.5% |
| 6M | -67.1% | +27.4% | -94.5% | -72.3% |
| YTD | -51.9% | +40.5% | -92.4% | -63.4% |
| 1Y | -62.7% | +38.4% | -101.0% | -71.4% |
| 3Y | +507.7% | +98.7% | +409.0% | +233.7% |
| All | -25.7% | +103.2% | -128.9% | -67.3% |
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