-25.7%
IREN vs EMR
+89.9%
-115.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.8% | -6.8% |
| 7D | -16.0% | +2.8% | -18.9% | -18.6% |
| 30D | -40.5% | +3.7% | -44.2% | -42.5% |
| 3M | -59.4% | +2.0% | -61.4% | -60.1% |
| 6M | -67.1% | +22.1% | -89.2% | -73.1% |
| YTD | -51.9% | +27.2% | -79.1% | -62.1% |
| 1Y | -62.7% | +32.0% | -94.7% | -71.7% |
| 3Y | +507.7% | +103.3% | +404.4% | +208.5% |
| All | -25.7% | +89.9% | -115.6% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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