-12.4%
IREN vs FN
+211.6%
-224.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.9% | -12.9% | -7.4% |
| 7D | -2.8% | +16.3% | -19.1% | -9.7% |
| 30D | -39.2% | -24.7% | -14.4% | -29.0% |
| 3M | -48.1% | -34.9% | -13.1% | -35.8% |
| 6M | -65.0% | -41.1% | -23.9% | -55.0% |
| YTD | -43.3% | -19.6% | -23.7% | -39.0% |
| 1Y | -65.7% | -18.5% | -47.2% | -63.2% |
| 3Y | +620.9% | +119.1% | +501.7% | +386.0% |
| All | -12.4% | +211.6% | -224.0% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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