-25.7%
IREN vs FCEL
-96.9%
+71.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.6% | -1.2% | -4.6% |
| 7D | -16.0% | -2.8% | -13.2% | -15.1% |
| 30D | -40.5% | -31.6% | -8.9% | -30.4% |
| 3M | -59.4% | -52.4% | -7.0% | -47.4% |
| 6M | -67.1% | -51.4% | -15.7% | -61.7% |
| YTD | -51.9% | +32.4% | -84.3% | -64.8% |
| 1Y | -62.7% | +37.5% | -100.2% | -73.9% |
| 3Y | +507.7% | -69.3% | +577.0% | +505.1% |
| All | -25.7% | -96.9% | +71.2% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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