-25.7%
IREN vs ELV
+7.2%
-32.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -40.5% |
| 3M | -59.4% | +8.4% | -67.8% | -59.4% |
| 6M | -67.1% | +8.4% | -75.5% | -67.1% |
| YTD | -51.9% | +24.4% | -76.3% | -52.6% |
| 1Y | -62.7% | +33.5% | -96.1% | -63.4% |
| 3Y | +507.7% | -2.1% | +509.8% | +506.9% |
| All | -25.7% | +7.2% | -32.9% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling