-44.7%
IREN vs FIGR
-29.9%
-14.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.8% | -5.0% | -6.0% |
| 7D | -16.0% | +11.0% | -27.0% | -19.6% |
| 30D | -40.5% | +0.7% | -41.2% | -40.8% |
| 3M | -59.4% | -20.9% | -38.5% | -56.0% |
| 6M | -67.1% | -37.7% | -29.3% | -61.9% |
| YTD | -51.9% | -38.2% | -13.6% | -48.2% |
| 1Y | -62.7% | -27.1% | -35.6% | -62.0% |
| All | -44.7% | -29.9% | -14.7% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling