+82.7%
IREN vs FIS
-58.5%
+141.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.7% |
| 7D | +26.0% | +1.1% | +25.0% | +25.4% |
| 30D | +14.9% | -2.2% | +17.1% | +15.6% |
| 3M | -27.8% | +2.1% | -29.9% | -30.8% |
| 6M | +1.9% | -14.7% | +16.6% | +6.3% |
| YTD | +18.3% | -35.7% | +54.0% | +46.0% |
| 1Y | +71.0% | -37.1% | +108.1% | +113.0% |
| 3Y | +882.0% | -20.0% | +902.0% | +910.4% |
| All | +82.7% | -58.5% | +141.3% | +193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling