-14.8%
IREN vs ECL
+39.4%
-54.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.1% |
| 7D | -4.0% | -2.3% | -1.7% | -1.8% |
| 30D | -40.1% | +8.3% | -48.4% | -45.0% |
| 3M | -47.6% | +8.4% | -56.0% | -52.4% |
| 6M | -62.2% | +23.3% | -85.5% | -70.8% |
| YTD | -44.8% | +18.2% | -63.0% | -56.0% |
| 1Y | -63.7% | +18.8% | -82.4% | -71.4% |
| 3Y | +604.1% | +78.5% | +525.6% | +212.7% |
| All | -14.8% | +39.4% | -54.2% | -55.9% |
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