+904.9%
IREN vs ELF
-23.6%
+928.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.9% | +9.9% | +6.7% |
| 7D | +27.5% | -1.2% | +28.6% | +27.9% |
| 30D | +13.8% | +5.9% | +7.9% | +11.3% |
| 3M | -20.7% | +99.5% | -120.2% | -38.1% |
| 6M | +27.9% | +26.5% | +1.3% | +15.7% |
| YTD | +24.3% | +37.2% | -12.9% | +8.0% |
| 1Y | +79.2% | -24.4% | +103.6% | +84.6% |
| 3Y | +904.9% | -23.3% | +928.2% | +828.0% |
| All | +904.9% | -23.6% | +928.5% | +828.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling