+29.8%
IREN vs ELF
-31.2%
+60.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -2.2% |
| 7D | +4.8% | -10.8% | +15.6% | +9.3% |
| 30D | +9.8% | +0.8% | +9.0% | +9.1% |
| 3M | -15.3% | +64.8% | -80.1% | -30.5% |
| 6M | +14.5% | +19.0% | -4.5% | +3.8% |
| YTD | +15.5% | +25.9% | -10.4% | +0.5% |
| 1Y | +29.8% | -28.8% | +58.5% | +41.4% |
| All | +29.8% | -31.2% | +60.9% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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