+91.9%
IREN vs FCUV
-99.7%
+191.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -65.2% | +70.3% | +5.6% |
| 7D | +27.5% | -47.9% | +75.4% | +27.6% |
| 30D | +13.8% | +13.7% | +0.2% | +13.0% |
| 3M | -20.7% | +97.0% | -117.7% | -24.8% |
| 6M | +27.9% | -66.1% | +94.0% | +29.6% |
| YTD | +24.3% | -81.8% | +106.0% | +31.1% |
| 1Y | +79.2% | -93.3% | +172.5% | +97.9% |
| 3Y | +904.9% | -99.2% | +1,004.1% | +1,184.5% |
| All | +91.9% | -99.7% | +191.7% | +180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling