-25.7%
IREN vs FDS
-23.7%
-2.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.0% | -6.7% |
| 7D | -16.0% | +1.5% | -17.5% | -16.1% |
| 30D | -40.5% | +14.8% | -55.4% | -41.5% |
| 3M | -59.4% | +16.3% | -75.7% | -60.2% |
| 6M | -67.1% | +66.2% | -133.3% | -71.1% |
| YTD | -51.9% | +16.2% | -68.1% | -52.5% |
| 1Y | -62.7% | +21.8% | -84.5% | -64.3% |
| 3Y | +507.7% | -23.9% | +531.6% | +647.4% |
| All | -25.7% | -23.7% | -2.0% | -10.6% |
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