+85.6%
IREN vs ELV
-1.4%
+87.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.1% | -3.3% |
| 7D | +14.6% | -2.2% | +16.8% | +14.6% |
| 30D | +17.1% | -0.2% | +17.3% | +17.1% |
| 3M | -16.0% | -6.1% | -9.9% | -16.1% |
| 6M | +16.8% | +42.8% | -26.0% | +15.6% |
| YTD | +20.1% | +14.4% | +5.7% | +18.3% |
| 1Y | +50.3% | +28.6% | +21.7% | +47.2% |
| 3Y | +871.5% | -7.4% | +878.9% | +868.7% |
| All | +85.6% | -1.4% | +87.0% | +72.0% |
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