-67.4%
IREN vs EL
+25.6%
-93.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +6.3% | -17.6% | -14.0% |
| 7D | -24.7% | +2.5% | -27.2% | -25.7% |
| 30D | -46.4% | +20.1% | -66.5% | -51.3% |
| 3M | -46.9% | +29.3% | -76.1% | -53.7% |
| 6M | -56.1% | +38.8% | -94.9% | -63.1% |
| YTD | -42.5% | +8.1% | -50.6% | -49.6% |
| 1Y | -67.4% | +22.3% | -89.8% | -73.3% |
| All | -67.4% | +25.6% | -93.0% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling