+16.4%
EWY vs IREN
+13.7%
+2.7%
-8.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.5% | -1.3% |
| 7D | +8.0% | +27.5% | -19.4% | -1.5% |
| All | +16.4% | +13.7% | +2.7% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IREN.
Daily Out/Under-Performance
Portfolio return minus IREN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IREN 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 1mo: compounded portfolio wealth divided by compounded IREN 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…
1mo analysis · Full analysis span regression · Available span rolling