-14.8%
IREN vs EMB
+8.8%
-23.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.3% |
| 7D | -4.0% | -0.4% | -3.6% | -2.5% |
| 30D | -40.1% | +1.5% | -41.6% | -42.8% |
| 3M | -47.6% | -1.6% | -46.0% | -45.0% |
| 6M | -62.2% | -1.5% | -60.7% | -59.8% |
| YTD | -44.8% | -0.1% | -44.8% | -43.0% |
| 1Y | -63.7% | +0.5% | -64.2% | -63.1% |
| 3Y | +604.1% | +30.2% | +573.8% | +280.8% |
| All | -14.8% | +8.8% | -23.6% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling