+78.5%
IREN vs FTV
-5.8%
+84.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -2.1% |
| 7D | +4.8% | -5.2% | +10.0% | +9.0% |
| 30D | +9.8% | -11.5% | +21.3% | +19.9% |
| 3M | -15.3% | -9.0% | -6.3% | -10.4% |
| 6M | +14.5% | -2.0% | +16.5% | +13.2% |
| YTD | +15.5% | -0.9% | +16.5% | +8.4% |
| 1Y | +29.8% | +14.8% | +15.0% | +1.5% |
| 3Y | +834.5% | -5.5% | +840.0% | +814.1% |
| All | +78.5% | -5.8% | +84.3% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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