+79.3%
IREN vs ECHO
+216.4%
-137.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -1.9% | +3.7% | -5.6% | -2.8% |
| 30D | +0.4% | +0.7% | -0.3% | +0.3% |
| 3M | -22.7% | -27.3% | +4.6% | -16.7% |
| 6M | +4.4% | -17.0% | +21.4% | +8.6% |
| YTD | +16.0% | -14.3% | +30.4% | +20.2% |
| 1Y | +33.4% | +20.9% | +12.5% | +27.8% |
| 3Y | +948.6% | +423.0% | +525.6% | +466.9% |
| All | +79.3% | +216.4% | -137.1% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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