+904.9%
IREN vs ECL
+58.2%
+846.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.5% | +5.2% |
| 7D | +27.5% | -0.8% | +28.2% | +27.8% |
| 30D | +13.8% | -2.5% | +16.3% | +14.7% |
| 3M | -20.7% | +8.3% | -29.0% | -26.0% |
| 6M | +27.9% | -1.1% | +29.0% | +26.3% |
| YTD | +24.3% | +6.5% | +17.7% | +16.4% |
| 1Y | +79.2% | +2.1% | +77.1% | +72.2% |
| 3Y | +904.9% | +57.6% | +847.3% | +527.6% |
| All | +904.9% | +58.2% | +846.7% | +527.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling