+78.5%
IREN vs EIX
+11.9%
+66.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.4% |
| 7D | +4.8% | +0.8% | +4.0% | +4.6% |
| 30D | +9.8% | -18.8% | +28.6% | +15.6% |
| 3M | -15.3% | -19.7% | +4.4% | -11.1% |
| 6M | +14.5% | -18.2% | +32.7% | +18.1% |
| YTD | +15.5% | -1.7% | +17.3% | +8.0% |
| 1Y | +29.8% | +7.8% | +22.0% | +14.7% |
| 3Y | +834.5% | -5.6% | +840.1% | +764.7% |
| All | +78.5% | +11.9% | +66.6% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EIX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling