+82.7%
IREN vs EEM
+48.7%
+34.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.8% | +5.5% | +3.4% |
| 7D | +26.0% | +2.3% | +23.7% | +20.3% |
| 30D | +14.9% | +4.5% | +10.4% | +5.9% |
| 3M | -27.8% | -0.1% | -27.7% | -24.9% |
| 6M | +1.9% | +16.9% | -15.0% | -22.5% |
| YTD | +18.3% | +26.2% | -7.9% | -22.3% |
| 1Y | +71.0% | +40.5% | +30.5% | -9.1% |
| 3Y | +882.0% | +86.2% | +795.8% | +214.1% |
| All | +82.7% | +48.7% | +34.0% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling