+948.6%
IREN vs FIS
-25.5%
+974.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -1.9% | -7.9% | +6.0% | 0.0% |
| 30D | +0.4% | -8.0% | +8.3% | +2.1% |
| 3M | -22.7% | +0.6% | -23.3% | -25.9% |
| 6M | +4.4% | -22.2% | +26.6% | +12.3% |
| YTD | +16.0% | -40.8% | +56.8% | +48.2% |
| 1Y | +33.4% | -41.5% | +74.9% | +71.7% |
| 3Y | +948.6% | -25.5% | +974.1% | +685.7% |
| All | +948.6% | -25.5% | +974.0% | +685.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 3y: compounded portfolio wealth divided by compounded FIS 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…
3y analysis · Full analysis span regression · 6 months rolling