-25.7%
IREN vs FERG
+74.8%
-100.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -7.2% |
| 7D | -16.0% | +9.7% | -25.8% | -22.0% |
| 30D | -40.5% | +15.0% | -55.6% | -46.9% |
| 3M | -59.4% | +3.8% | -63.2% | -60.9% |
| 6M | -67.1% | +10.6% | -77.7% | -70.2% |
| YTD | -51.9% | +17.0% | -68.9% | -58.2% |
| 1Y | -62.7% | +7.1% | -69.7% | -65.5% |
| 3Y | +507.7% | +67.7% | +439.9% | +273.2% |
| All | -25.7% | +74.8% | -100.5% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling