+439.8%
IREN vs FICO
-24.0%
+463.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +0.9% | -17.9% | -17.0% |
| 7D | -31.3% | -0.3% | -31.1% | -31.3% |
| 30D | -56.3% | +1.7% | -58.0% | -56.4% |
| 3M | -53.6% | -35.2% | -18.4% | -53.0% |
| 6M | -67.1% | -33.7% | -33.4% | -68.3% |
| YTD | -52.3% | -58.2% | +5.9% | -48.0% |
| 1Y | -76.4% | -56.6% | -19.8% | -74.9% |
| All | +439.8% | -24.0% | +463.8% | +365.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling