+170.9%
IREN vs FIG
-74.0%
+244.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -3.8% |
| 7D | +4.8% | -12.2% | +17.0% | +4.3% |
| 30D | +9.8% | -11.0% | +20.8% | +9.6% |
| 3M | -15.3% | +11.9% | -27.2% | -15.3% |
| 6M | +14.5% | -21.9% | +36.4% | +17.3% |
| YTD | +15.5% | -40.8% | +56.3% | +23.6% |
| 1Y | +29.8% | -56.6% | +86.4% | +44.8% |
| All | +170.9% | -74.0% | +244.8% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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