+33.4%
IREN vs FIGR
-3.1%
+36.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.1% | +2.1% |
| 7D | -1.9% | -3.0% | +1.1% | -0.8% |
| 30D | +0.4% | +13.7% | -13.3% | -4.3% |
| 3M | -22.7% | +23.9% | -46.6% | -28.6% |
| 6M | +4.4% | -8.4% | +12.8% | +4.3% |
| YTD | +16.0% | -14.6% | +30.7% | +11.3% |
| 1Y | +33.4% | +12.1% | +21.3% | +34.7% |
| All | +33.4% | -3.1% | +36.6% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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