-12.4%
IREN vs ECL
+38.9%
-51.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -2.9% |
| 7D | -2.8% | -0.5% | -2.2% | -2.7% |
| 30D | -39.2% | +8.8% | -48.0% | -44.4% |
| 3M | -48.1% | +7.8% | -55.9% | -52.6% |
| 6M | -65.0% | +21.3% | -86.3% | -72.5% |
| YTD | -43.3% | +17.8% | -61.1% | -54.7% |
| 1Y | -65.7% | +21.1% | -86.7% | -73.6% |
| 3Y | +620.9% | +80.1% | +540.8% | +215.6% |
| All | -12.4% | +38.9% | -51.3% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling