+948.6%
IREN vs FTNT
+140.8%
+807.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | +0.4% | -3.0% | +3.3% | +1.1% |
| 3M | -22.7% | +7.6% | -30.3% | -24.6% |
| 6M | +4.4% | +87.0% | -82.5% | -15.2% |
| YTD | +16.0% | +96.5% | -80.5% | -7.9% |
| 1Y | +33.4% | +92.9% | -59.5% | +7.1% |
| 3Y | +948.6% | +139.8% | +808.7% | +1,024.8% |
| All | +948.6% | +140.8% | +807.8% | +1,024.8% |
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