+79.3%
IREN vs EFA
+54.4%
+24.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | -1.8% |
| 7D | -1.9% | -1.5% | -0.4% | +1.5% |
| 30D | +0.4% | -1.7% | +2.0% | +4.7% |
| 3M | -22.7% | +3.5% | -26.2% | -27.0% |
| 6M | +4.4% | +9.5% | -5.1% | -10.5% |
| YTD | +16.0% | +12.9% | +3.2% | -5.2% |
| 1Y | +33.4% | +18.2% | +15.2% | -1.4% |
| 3Y | +948.6% | +64.8% | +883.7% | +301.6% |
| All | +79.3% | +54.4% | +24.8% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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