+79.3%
IREN vs FCUV
-99.8%
+179.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.8% | +0.4% |
| 7D | -1.9% | -66.5% | +64.6% | -1.4% |
| 30D | +0.4% | +5.0% | -4.6% | -0.2% |
| 3M | -22.7% | +63.8% | -86.5% | -25.9% |
| 6M | +4.4% | -67.8% | +72.2% | +6.7% |
| YTD | +16.0% | -82.4% | +98.5% | +22.5% |
| 1Y | +33.4% | -94.7% | +128.2% | +49.5% |
| 3Y | +948.6% | -99.3% | +1,047.8% | +1,247.2% |
| All | +79.3% | -99.8% | +179.0% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 10y: compounded portfolio wealth divided by compounded FCUV 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…
10y analysis · Full analysis span regression · 6 months rolling