+78.5%
IREN vs EFV
+96.8%
-18.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.2% |
| 7D | +4.8% | -2.0% | +6.8% | +8.9% |
| 30D | +9.8% | -0.2% | +10.0% | +10.4% |
| 3M | -15.3% | +9.1% | -24.4% | -27.4% |
| 6M | +14.5% | +11.7% | +2.8% | -4.5% |
| YTD | +15.5% | +17.0% | -1.5% | -10.6% |
| 1Y | +29.8% | +26.7% | +3.0% | -14.0% |
| 3Y | +834.5% | +90.2% | +744.3% | +192.2% |
| All | +78.5% | +96.8% | -18.3% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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