-20.3%
IREN vs EIX
+20.2%
-40.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.6% |
| 7D | +8.0% | -1.5% | +9.5% | +8.4% |
| 30D | -44.0% | +8.1% | -52.2% | -45.6% |
| 3M | -55.4% | -12.1% | -43.3% | -54.5% |
| 6M | -65.6% | -13.4% | -52.1% | -65.0% |
| YTD | -48.4% | +5.6% | -54.0% | -53.1% |
| 1Y | -65.0% | +7.8% | -72.9% | -68.6% |
| 3Y | +558.1% | +9.8% | +548.3% | +459.7% |
| All | -20.3% | +20.2% | -40.5% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling