+82.7%
IREN vs EFX
-36.8%
+119.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -6.4% | +13.6% | +10.6% |
| 7D | +26.0% | -8.6% | +34.7% | +31.6% |
| 30D | +14.9% | +0.1% | +14.8% | +13.7% |
| 3M | -27.8% | +3.8% | -31.6% | -32.9% |
| 6M | +1.9% | -13.5% | +15.4% | +5.5% |
| YTD | +18.3% | -17.7% | +36.0% | +23.4% |
| 1Y | +71.0% | -25.6% | +96.6% | +89.0% |
| 3Y | +882.0% | -12.1% | +894.1% | +723.6% |
| All | +82.7% | -36.8% | +119.6% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling