-25.7%
IREN vs ECL
+40.1%
-65.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.6% | -8.3% | -8.2% |
| 7D | -16.0% | +2.9% | -18.9% | -18.2% |
| 30D | -40.5% | +7.5% | -48.0% | -45.0% |
| 3M | -59.4% | +12.2% | -71.7% | -64.2% |
| 6M | -67.1% | +24.6% | -91.6% | -74.8% |
| YTD | -51.9% | +18.8% | -70.7% | -61.9% |
| 1Y | -62.7% | +19.3% | -82.0% | -70.7% |
| 3Y | +507.7% | +78.2% | +429.5% | +170.9% |
| All | -25.7% | +40.1% | -65.7% | -61.7% |
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