+85.6%
IREN vs ECL
+22.9%
+62.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -1.3% |
| 7D | +14.6% | -2.7% | +17.3% | +17.6% |
| 30D | +17.1% | -4.3% | +21.4% | +21.3% |
| 3M | -16.0% | +3.2% | -19.2% | -21.5% |
| 6M | +16.8% | -2.9% | +19.7% | +16.3% |
| YTD | +20.1% | +4.3% | +15.9% | +9.2% |
| 1Y | +50.3% | +1.6% | +48.6% | +39.1% |
| 3Y | +871.5% | +54.3% | +817.3% | +405.4% |
| All | +85.6% | +22.9% | +62.6% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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