-19.3%
IREN vs EMR
+90.6%
-109.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.2% | -6.7% | -6.6% |
| 7D | -19.3% | +0.7% | -20.0% | -19.8% |
| 30D | -43.9% | +3.5% | -47.5% | -45.6% |
| 3M | -49.1% | +5.9% | -55.0% | -51.9% |
| 6M | -67.8% | +19.4% | -87.2% | -73.1% |
| YTD | -47.8% | +27.7% | -75.4% | -59.0% |
| 1Y | -67.2% | +30.9% | -98.1% | -74.9% |
| 3Y | +566.6% | +104.2% | +462.4% | +236.9% |
| All | -19.3% | +90.6% | -109.9% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling