+85.6%
IREN vs FDS
-36.0%
+121.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.9% |
| 7D | +14.6% | -8.8% | +23.4% | +15.7% |
| 30D | +17.1% | -1.4% | +18.5% | +17.0% |
| 3M | -16.0% | +13.9% | -29.9% | -19.4% |
| 6M | +16.8% | +27.4% | -10.6% | +6.3% |
| YTD | +20.1% | -2.5% | +22.6% | +21.0% |
| 1Y | +50.3% | -23.8% | +74.1% | +71.9% |
| 3Y | +871.5% | -32.5% | +904.0% | +1,077.0% |
| All | +85.6% | -36.0% | +121.6% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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