+91.9%
IREN vs FIS
-61.0%
+152.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -5.9% | +10.9% | +7.8% |
| 7D | +27.5% | -3.5% | +30.9% | +29.3% |
| 30D | +13.8% | -7.8% | +21.7% | +17.4% |
| 3M | -20.7% | +0.8% | -21.5% | -24.1% |
| 6M | +27.9% | -21.9% | +49.8% | +39.4% |
| YTD | +24.3% | -39.5% | +63.7% | +57.3% |
| 1Y | +79.2% | -41.0% | +120.2% | +129.5% |
| 3Y | +904.9% | -23.6% | +928.5% | +950.8% |
| All | +91.9% | -61.0% | +152.9% | +216.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling