+85.6%
IREN vs FDX
+67.2%
+18.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.8% | -2.6% |
| 7D | +14.6% | -2.3% | +16.9% | +15.8% |
| 30D | +17.1% | -4.9% | +22.0% | +19.6% |
| 3M | -16.0% | -6.5% | -9.6% | -13.8% |
| 6M | +16.8% | +6.7% | +10.2% | +11.8% |
| YTD | +20.1% | +33.9% | -13.8% | +2.3% |
| 1Y | +50.3% | +72.2% | -21.9% | +12.4% |
| 3Y | +871.5% | +60.2% | +811.3% | +620.5% |
| All | +85.6% | +67.2% | +18.4% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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