-14.8%
IREN vs ELF
+265.8%
-280.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.7% | +5.6% |
| 7D | -4.0% | +4.3% | -8.3% | -5.0% |
| 30D | -40.1% | +7.7% | -47.9% | -41.5% |
| 3M | -47.6% | +24.7% | -72.3% | -51.6% |
| 6M | -62.2% | +114.6% | -176.9% | -71.5% |
| YTD | -44.8% | +55.8% | -100.6% | -54.3% |
| 1Y | -63.7% | +51.9% | -115.6% | -69.6% |
| 3Y | +604.1% | +24.6% | +579.5% | +417.5% |
| All | -14.8% | +265.8% | -280.6% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling