+91.9%
IREN vs FISV
-49.8%
+141.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.0% | +9.1% | +6.5% |
| 7D | +27.5% | -1.6% | +29.0% | +28.1% |
| 30D | +13.8% | -3.0% | +16.8% | +14.6% |
| 3M | -20.7% | -3.5% | -17.2% | -21.7% |
| 6M | +27.9% | -19.4% | +47.3% | +35.0% |
| YTD | +24.3% | -24.3% | +48.5% | +33.1% |
| 1Y | +79.2% | -62.4% | +141.6% | +158.7% |
| 3Y | +904.9% | -58.2% | +963.1% | +968.8% |
| All | +91.9% | -49.8% | +141.8% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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