+566.6%
IREN vs FSLR
+36.7%
+529.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.5% | -2.3% | -5.0% |
| 7D | -19.3% | -2.6% | -16.7% | -18.4% |
| 30D | -43.9% | +1.8% | -45.7% | -44.4% |
| 3M | -49.1% | -24.4% | -24.7% | -41.9% |
| 6M | -67.8% | -17.7% | -50.0% | -64.7% |
| YTD | -47.8% | -30.7% | -17.0% | -38.5% |
| 1Y | -67.2% | -33.6% | -33.6% | -60.5% |
| 3Y | +566.6% | +35.1% | +531.4% | +444.6% |
| All | +566.6% | +36.7% | +529.8% | +444.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling