+33.4%
IREN vs FERG
+1.0%
+32.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | -1.9% | -2.6% | +0.7% | -0.5% |
| 30D | +0.4% | -8.9% | +9.3% | +5.7% |
| 3M | -22.7% | -2.0% | -20.7% | -22.7% |
| 6M | +4.4% | -3.2% | +7.6% | +4.0% |
| YTD | +16.0% | +1.5% | +14.5% | +15.4% |
| 1Y | +33.4% | +0.5% | +32.9% | +45.2% |
| All | +33.4% | +1.0% | +32.4% | +45.2% |
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