+547.9%
IREN vs FICO
-24.3%
+572.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -0.4% | +20.4% | +20.0% |
| 7D | -9.6% | -0.9% | -8.7% | -9.6% |
| 30D | -44.1% | +3.3% | -47.4% | -44.3% |
| 3M | -42.9% | -31.7% | -11.2% | -42.4% |
| 6M | -64.5% | -34.0% | -30.5% | -65.8% |
| YTD | -42.7% | -58.3% | +15.6% | -37.5% |
| 1Y | -67.7% | -57.9% | -9.7% | -65.2% |
| 3Y | +547.9% | -24.1% | +572.0% | +458.8% |
| All | +547.9% | -24.3% | +572.2% | +458.8% |
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