+507.7%
IREN vs FTNT
+152.2%
+355.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.8% | -4.9% | -6.2% |
| 7D | -16.0% | +7.1% | -23.1% | -17.6% |
| 30D | -40.5% | -30.9% | -9.7% | -34.4% |
| 3M | -59.4% | -23.1% | -36.3% | -56.4% |
| 6M | -67.1% | +8.1% | -75.2% | -67.6% |
| YTD | -51.9% | +60.2% | -112.1% | -58.4% |
| 1Y | -62.7% | +57.0% | -119.7% | -67.4% |
| 3Y | +507.7% | +152.9% | +354.8% | +576.3% |
| All | +507.7% | +152.2% | +355.5% | +576.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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