-25.7%
IREN vs FICO
+89.8%
-115.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.8% |
| 7D | -16.0% | +2.2% | -18.3% | -16.5% |
| 30D | -40.5% | +0.1% | -40.6% | -41.0% |
| 3M | -59.4% | -35.2% | -24.2% | -56.1% |
| 6M | -67.1% | -32.4% | -34.7% | -67.1% |
| YTD | -51.9% | -57.4% | +5.5% | -42.8% |
| 1Y | -62.7% | -58.5% | -4.1% | -55.3% |
| 3Y | +507.7% | -28.9% | +536.5% | +369.1% |
| All | -25.7% | +89.8% | -115.5% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling