+91.9%
IREN vs EME
+503.2%
-411.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.5% | +2.5% | +2.8% |
| 7D | +27.5% | +5.2% | +22.3% | +22.1% |
| 30D | +13.8% | -5.4% | +19.2% | +19.8% |
| 3M | -20.7% | -6.1% | -14.6% | -15.0% |
| 6M | +27.9% | +9.7% | +18.2% | +22.7% |
| YTD | +24.3% | +26.6% | -2.3% | +7.7% |
| 1Y | +79.2% | +24.6% | +54.6% | +56.7% |
| 3Y | +904.9% | +249.6% | +655.3% | +356.8% |
| All | +91.9% | +503.2% | -411.3% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 all: compounded portfolio wealth divided by compounded EME 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…
all analysis · Full analysis span regression · 6 months rolling