-14.8%
IREN vs FDX
+75.2%
-89.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.6% | +5.2% |
| 7D | -4.0% | -2.1% | -2.0% | -3.0% |
| 30D | -40.1% | +10.4% | -50.5% | -43.1% |
| 3M | -47.6% | +0.5% | -48.0% | -48.1% |
| 6M | -62.2% | +6.5% | -68.7% | -63.8% |
| YTD | -44.8% | +40.2% | -85.1% | -54.3% |
| 1Y | -63.7% | +52.1% | -115.8% | -71.1% |
| 3Y | +604.1% | +72.8% | +531.2% | +398.5% |
| All | -14.8% | +75.2% | -89.9% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling