+620.9%
IREN vs FDS
-24.3%
+645.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -2.8% | -5.0% | +2.2% | -3.5% |
| 30D | -39.2% | +13.8% | -52.9% | -37.8% |
| 3M | -48.1% | +14.8% | -62.9% | -46.7% |
| 6M | -65.0% | +47.4% | -112.4% | -64.0% |
| YTD | -43.3% | +14.2% | -57.5% | -39.1% |
| 1Y | -65.7% | +26.6% | -92.3% | -64.8% |
| 3Y | +620.9% | -24.4% | +645.3% | +794.4% |
| All | +620.9% | -24.3% | +645.2% | +794.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling