+85.6%
IREN vs EIX
+13.2%
+72.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.3% |
| 7D | +14.6% | +4.1% | +10.5% | +13.2% |
| 30D | +17.1% | -15.3% | +32.4% | +21.2% |
| 3M | -16.0% | -18.4% | +2.4% | -12.4% |
| 6M | +16.8% | -16.8% | +33.6% | +19.7% |
| YTD | +20.1% | -0.6% | +20.7% | +11.8% |
| 1Y | +50.3% | +10.7% | +39.6% | +31.3% |
| 3Y | +871.5% | -4.5% | +876.0% | +795.2% |
| All | +85.6% | +13.2% | +72.3% | +40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling