-12.4%
IREN vs FICO
+90.8%
-103.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.7% |
| 7D | -2.8% | -0.1% | -2.7% | -2.7% |
| 30D | -39.2% | +8.4% | -47.6% | -40.9% |
| 3M | -48.1% | -30.5% | -17.6% | -45.0% |
| 6M | -65.0% | -35.7% | -29.3% | -64.2% |
| YTD | -43.3% | -57.2% | +13.9% | -32.7% |
| 1Y | -65.7% | -58.4% | -7.3% | -58.9% |
| 3Y | +620.9% | -24.8% | +645.7% | +437.3% |
| All | -12.4% | +90.8% | -103.2% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling