+507.7%
IREN vs ECHO
+900.0%
-392.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -7.1% |
| 7D | -16.0% | +5.7% | -21.7% | -17.1% |
| 30D | -40.5% | +13.8% | -54.4% | -41.8% |
| 3M | -59.4% | +9.1% | -68.5% | -59.9% |
| 6M | -67.1% | -24.9% | -42.1% | -65.5% |
| YTD | -51.9% | -8.0% | -43.9% | -51.0% |
| 1Y | -62.7% | +42.9% | -105.5% | -64.2% |
| 3Y | +507.7% | +926.7% | -419.0% | +277.4% |
| All | +507.7% | +900.0% | -392.3% | +277.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling