+85.6%
IREN vs EAT
+428.2%
-342.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -1.5% |
| 7D | +14.6% | -6.8% | +21.4% | +19.0% |
| 30D | +17.1% | -5.4% | +22.5% | +20.0% |
| 3M | -16.0% | +42.8% | -58.8% | -33.1% |
| 6M | +16.8% | +56.5% | -39.7% | -13.4% |
| YTD | +20.1% | +50.0% | -29.9% | -9.3% |
| 1Y | +50.3% | +38.3% | +12.0% | +16.6% |
| 3Y | +871.5% | +591.6% | +279.9% | +133.9% |
| All | +85.6% | +428.2% | -342.7% | -57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling