+79.3%
IREN vs FSLY
-53.1%
+132.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.5% | -0.2% |
| 7D | -1.9% | +12.5% | -14.4% | -5.6% |
| 30D | +0.4% | -18.8% | +19.2% | +6.3% |
| 3M | -22.7% | +22.7% | -45.4% | -29.8% |
| 6M | +4.4% | -3.7% | +8.1% | -6.4% |
| YTD | +16.0% | +127.5% | -111.5% | -33.1% |
| 1Y | +33.4% | +193.5% | -160.1% | -36.7% |
| 3Y | +948.6% | -1.3% | +949.9% | +629.5% |
| All | +79.3% | -53.1% | +132.4% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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