+91.9%
IREN vs EFA
+56.0%
+36.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.6% | +6.3% |
| 7D | +27.5% | +1.2% | +26.3% | +24.2% |
| 30D | +13.8% | -0.7% | +14.6% | +16.3% |
| 3M | -20.7% | +6.4% | -27.1% | -29.3% |
| 6M | +27.9% | +11.4% | +16.5% | +5.4% |
| YTD | +24.3% | +14.0% | +10.3% | -0.8% |
| 1Y | +79.2% | +20.2% | +59.0% | +27.2% |
| 3Y | +904.9% | +68.2% | +836.7% | +267.4% |
| All | +91.9% | +56.0% | +36.0% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling