+944.0%
IREN vs FERG
+50.8%
+893.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.1% |
| 7D | +4.8% | -1.0% | +5.8% | +5.6% |
| 30D | +9.8% | -11.8% | +21.6% | +19.5% |
| 3M | -15.3% | -1.2% | -14.1% | -15.4% |
| 6M | +14.5% | -2.3% | +16.8% | +14.2% |
| YTD | +15.5% | +0.8% | +14.8% | +13.7% |
| 1Y | +29.8% | +0.5% | +29.3% | +27.0% |
| All | +944.0% | +50.8% | +893.2% | +612.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling