+85.6%
IREN vs ECHO
+210.2%
-124.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.8% |
| 7D | +14.6% | +5.3% | +9.2% | +13.2% |
| 30D | +17.1% | +2.4% | +14.7% | +16.6% |
| 3M | -16.0% | -21.8% | +5.8% | -11.0% |
| 6M | +16.8% | -16.9% | +33.7% | +21.6% |
| YTD | +20.1% | -16.0% | +36.1% | +25.1% |
| 1Y | +50.3% | +9.3% | +41.0% | +47.0% |
| 3Y | +871.5% | +406.2% | +465.3% | +432.4% |
| All | +85.6% | +210.2% | -124.6% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling