+507.7%
IREN vs FIS
-38.7%
+546.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.2% | -10.9% | -7.4% |
| 7D | -16.0% | +2.8% | -18.9% | -16.4% |
| 30D | -40.5% | -16.7% | -23.8% | -38.9% |
| 3M | -59.4% | -32.3% | -27.1% | -56.7% |
| 6M | -67.1% | -29.1% | -38.0% | -65.9% |
| YTD | -51.9% | -54.1% | +2.2% | -37.5% |
| 1Y | -62.7% | -53.7% | -8.9% | -52.0% |
| 3Y | +507.7% | -38.8% | +546.5% | +173.3% |
| All | +507.7% | -38.7% | +546.4% | +173.3% |
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