+948.6%
IREN vs EOSE
+42.6%
+906.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -1.9% | +1.8% | -3.7% | -2.5% |
| 30D | +0.4% | -6.8% | +7.2% | +1.9% |
| 3M | -22.7% | -36.3% | +13.6% | -13.2% |
| 6M | +4.4% | -38.8% | +43.2% | +15.1% |
| YTD | +16.0% | -65.5% | +81.6% | +45.5% |
| 1Y | +33.4% | -45.3% | +78.7% | +48.0% |
| 3Y | +948.6% | +44.2% | +904.4% | +657.1% |
| All | +948.6% | +42.6% | +906.0% | +657.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling