-14.8%
IREN vs FITB
+46.8%
-61.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.3% |
| 7D | -4.0% | -0.6% | -3.4% | -3.4% |
| 30D | -40.1% | +7.0% | -47.2% | -43.6% |
| 3M | -47.6% | -4.8% | -42.8% | -45.9% |
| 6M | -62.2% | +13.5% | -75.8% | -66.8% |
| YTD | -44.8% | +19.1% | -63.9% | -54.4% |
| 1Y | -63.7% | +30.8% | -94.4% | -72.5% |
| 3Y | +604.1% | +141.6% | +462.4% | +232.0% |
| All | -14.8% | +46.8% | -61.6% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling