+507.7%
IREN vs ELV
-1.5%
+509.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -16.0% | +1.0% | -17.0% | -16.0% |
| 30D | -40.5% | +0.4% | -40.9% | -40.4% |
| 3M | -59.4% | +8.4% | -67.8% | -59.3% |
| 6M | -67.1% | +8.4% | -75.5% | -67.0% |
| YTD | -51.9% | +24.4% | -76.3% | -52.8% |
| 1Y | -62.7% | +33.5% | -96.1% | -63.6% |
| 3Y | +507.7% | -2.1% | +509.8% | +507.2% |
| All | +507.7% | -1.5% | +509.2% | +507.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling