-11.5%
IREN vs FICO
+85.7%
-97.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -0.4% | +20.4% | +20.1% |
| 7D | -9.6% | -0.9% | -8.7% | -9.5% |
| 30D | -44.1% | +3.3% | -47.4% | -45.1% |
| 3M | -42.9% | -31.7% | -11.2% | -39.4% |
| 6M | -64.5% | -34.0% | -30.5% | -64.4% |
| YTD | -42.7% | -58.3% | +15.6% | -31.6% |
| 1Y | -67.7% | -57.9% | -9.7% | -62.0% |
| 3Y | +547.9% | -24.1% | +572.0% | +373.6% |
| All | -11.5% | +85.7% | -97.2% | -67.0% |
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