+78.5%
IREN vs EAT
+426.7%
-348.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | +4.8% | -6.2% | +11.0% | +8.5% |
| 30D | +9.8% | -3.0% | +12.8% | +11.0% |
| 3M | -15.3% | +45.6% | -60.9% | -33.3% |
| 6M | +14.5% | +53.5% | -39.1% | -14.1% |
| YTD | +15.5% | +49.6% | -34.0% | -12.7% |
| 1Y | +29.8% | +38.9% | -9.1% | +0.4% |
| 3Y | +834.5% | +589.7% | +244.8% | +125.3% |
| All | +78.5% | +426.7% | -348.2% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling