-67.4%
IREN vs FERG
+3.8%
-71.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +2.7% | -13.9% | -12.7% |
| 7D | -24.7% | +7.7% | -32.4% | -28.2% |
| 30D | -46.4% | +11.5% | -57.9% | -50.0% |
| 3M | -46.9% | -2.4% | -44.5% | -46.4% |
| 6M | -56.1% | -4.0% | -52.1% | -54.7% |
| YTD | -42.5% | +13.4% | -55.9% | -48.6% |
| 1Y | -67.4% | +3.1% | -70.5% | -69.8% |
| All | -67.4% | +3.8% | -71.2% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling