+79.3%
IREN vs EOSE
-63.9%
+143.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -1.9% | +1.8% | -3.7% | -2.4% |
| 30D | +0.4% | -6.8% | +7.2% | +1.8% |
| 3M | -22.7% | -36.3% | +13.6% | -13.7% |
| 6M | +4.4% | -38.8% | +43.2% | +14.6% |
| YTD | +16.0% | -65.5% | +81.6% | +43.7% |
| 1Y | +33.4% | -45.3% | +78.7% | +45.7% |
| 3Y | +948.6% | +44.2% | +904.4% | +650.7% |
| All | +79.3% | -63.9% | +143.1% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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