+71.0%
IREN vs FSLR
+1.0%
+70.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.4% | +8.7% | +8.3% |
| 7D | +26.0% | 0.0% | +26.0% | +26.0% |
| 30D | +14.9% | -13.7% | +28.5% | +27.0% |
| 3M | -27.8% | -35.1% | +7.3% | -2.7% |
| 6M | +1.9% | +3.6% | -1.7% | -2.0% |
| YTD | +18.3% | -21.7% | +40.0% | +35.5% |
| 1Y | +71.0% | +1.3% | +69.7% | +57.9% |
| All | +71.0% | +1.0% | +70.0% | +57.9% |
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