+948.6%
IREN vs ELAN
+99.1%
+849.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | -0.1% |
| 7D | -1.9% | -5.4% | +3.5% | +0.2% |
| 30D | +0.4% | +4.7% | -4.3% | -1.5% |
| 3M | -22.7% | -3.7% | -19.1% | -23.1% |
| 6M | +4.4% | -1.2% | +5.6% | +3.3% |
| YTD | +16.0% | +2.4% | +13.7% | +13.5% |
| 1Y | +33.4% | +23.4% | +10.0% | +20.9% |
| 3Y | +948.6% | +96.7% | +851.9% | +606.6% |
| All | +948.6% | +99.1% | +849.5% | +606.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 3y: compounded portfolio wealth divided by compounded ELAN 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…
3y analysis · Full analysis span regression · 6 months rolling