+507.7%
IREN vs EFX
+4.8%
+502.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -6.7% |
| 7D | -16.0% | -0.8% | -15.3% | -16.0% |
| 30D | -40.5% | +25.1% | -65.7% | -42.0% |
| 3M | -59.4% | +1.7% | -61.1% | -59.5% |
| 6M | -67.1% | +18.4% | -85.4% | -68.8% |
| YTD | -51.9% | -12.5% | -39.4% | -50.1% |
| 1Y | -62.7% | -8.1% | -54.6% | -62.2% |
| 3Y | +507.7% | +4.8% | +502.9% | +726.3% |
| All | +507.7% | +4.8% | +502.8% | +726.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 3y: compounded portfolio wealth divided by compounded EFX 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…
3y analysis · Full analysis span regression · 6 months rolling