-25.7%
IREN vs FTNT
+86.4%
-112.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.8% | -4.9% | -5.9% |
| 7D | -16.0% | +7.1% | -23.1% | -18.7% |
| 30D | -40.5% | -30.9% | -9.7% | -29.7% |
| 3M | -59.4% | -23.1% | -36.3% | -54.7% |
| 6M | -67.1% | +8.1% | -75.2% | -69.1% |
| YTD | -51.9% | +60.2% | -112.1% | -64.4% |
| 1Y | -62.7% | +57.0% | -119.7% | -72.1% |
| 3Y | +507.7% | +152.9% | +354.8% | +216.7% |
| All | -25.7% | +86.4% | -112.1% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling