-67.4%
IREN vs ELV
+42.6%
-110.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +4.9% | -16.2% | -10.2% |
| 7D | -24.7% | +4.8% | -29.5% | -23.8% |
| 30D | -46.4% | +10.1% | -56.4% | -45.4% |
| 3M | -46.9% | +15.4% | -62.2% | -45.6% |
| 6M | -56.1% | +17.7% | -73.9% | -55.1% |
| YTD | -42.5% | +25.7% | -68.2% | -46.7% |
| 1Y | -67.4% | +39.9% | -107.3% | -71.1% |
| All | -67.4% | +42.6% | -110.0% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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