+79.3%
IREN vs EEM
+46.8%
+32.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | -2.2% |
| 7D | -1.9% | -1.3% | -0.7% | +0.8% |
| 30D | +0.4% | +2.1% | -1.7% | -3.2% |
| 3M | -22.7% | +1.0% | -23.7% | -22.0% |
| 6M | +4.4% | +15.9% | -11.5% | -19.4% |
| YTD | +16.0% | +24.6% | -8.6% | -21.7% |
| 1Y | +33.4% | +32.3% | +1.1% | -19.5% |
| 3Y | +948.6% | +85.9% | +862.6% | +238.3% |
| All | +79.3% | +46.8% | +32.4% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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