-67.4%
IREN vs FSLR
-24.3%
-43.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +4.6% | -15.9% | -14.3% |
| 7D | -24.7% | +10.3% | -35.1% | -30.1% |
| 30D | -46.4% | +10.4% | -56.8% | -49.9% |
| 3M | -46.9% | -20.2% | -26.7% | -38.6% |
| 6M | -56.1% | -8.0% | -48.1% | -54.8% |
| YTD | -42.5% | -25.5% | -17.0% | -33.1% |
| 1Y | -67.4% | -26.0% | -41.5% | -62.1% |
| All | -67.4% | -24.3% | -43.2% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 1y: compounded portfolio wealth divided by compounded FSLR 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…
1y analysis · Full analysis span regression · 6 months rolling