+82.7%
IREN vs FAST
+81.7%
+1.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +6.8% |
| 7D | +26.0% | -0.4% | +26.4% | +26.3% |
| 30D | +14.9% | -0.8% | +15.7% | +15.4% |
| 3M | -27.8% | +5.8% | -33.5% | -31.2% |
| 6M | +1.9% | +8.0% | -6.1% | -5.4% |
| YTD | +18.3% | +25.6% | -7.3% | -3.3% |
| 1Y | +71.0% | +0.8% | +70.2% | +64.1% |
| 3Y | +882.0% | +86.1% | +795.9% | +455.7% |
| All | +82.7% | +81.7% | +1.1% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling