-26.3%
IREN vs FICO
+86.5%
-112.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +0.9% | -17.9% | -17.2% |
| 7D | -31.3% | -0.3% | -31.1% | -31.3% |
| 30D | -56.3% | +1.7% | -58.0% | -56.9% |
| 3M | -53.6% | -35.2% | -18.4% | -50.0% |
| 6M | -67.1% | -33.7% | -33.4% | -67.0% |
| YTD | -52.3% | -58.2% | +5.9% | -43.0% |
| 1Y | -76.4% | -56.6% | -19.8% | -72.7% |
| 3Y | +416.6% | -24.0% | +440.6% | +278.1% |
| All | -26.3% | +86.5% | -112.7% | -72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling