-19.3%
IREN vs FSLR
+73.9%
-93.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.5% | -2.3% | -4.8% |
| 7D | -19.3% | -2.6% | -16.7% | -18.3% |
| 30D | -43.9% | +1.8% | -45.7% | -44.4% |
| 3M | -49.1% | -24.4% | -24.7% | -41.4% |
| 6M | -67.8% | -17.7% | -50.0% | -64.6% |
| YTD | -47.8% | -30.7% | -17.0% | -37.8% |
| 1Y | -67.2% | -33.6% | -33.6% | -60.0% |
| 3Y | +566.6% | +35.1% | +531.4% | +380.1% |
| All | -19.3% | +73.9% | -93.2% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling