+177.3%
IREN vs FIG
-71.6%
+249.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.4% | +11.6% | +7.1% |
| 7D | +26.0% | -16.3% | +42.3% | +25.4% |
| 30D | +14.9% | -14.3% | +29.2% | +14.8% |
| 3M | -27.8% | +7.2% | -34.9% | -27.1% |
| 6M | +1.9% | -18.6% | +20.5% | +5.2% |
| YTD | +18.3% | -35.5% | +53.8% | +26.9% |
| 1Y | +71.0% | -55.8% | +126.8% | +92.4% |
| All | +177.3% | -71.6% | +249.0% | +221.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling