+85.6%
IREN vs FSLR
+95.1%
-9.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.8% | +1.4% | -0.7% |
| 7D | +14.6% | +0.2% | +14.3% | +14.4% |
| 30D | +17.1% | -15.1% | +32.3% | +27.6% |
| 3M | -16.0% | -22.5% | +6.5% | -3.3% |
| 6M | +16.8% | +4.0% | +12.9% | +14.7% |
| YTD | +20.1% | -22.3% | +42.4% | +35.4% |
| 1Y | +50.3% | 0.0% | +50.3% | +50.1% |
| 3Y | +871.5% | +10.9% | +860.7% | +700.9% |
| All | +85.6% | +95.1% | -9.6% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling