+85.6%
IREN vs EOSE
-62.0%
+147.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -2.4% |
| 7D | +14.6% | +15.0% | -0.4% | +10.2% |
| 30D | +17.1% | +2.5% | +14.6% | +15.8% |
| 3M | -16.0% | -33.7% | +17.7% | -7.2% |
| 6M | +16.8% | -32.7% | +49.6% | +25.0% |
| YTD | +20.1% | -63.8% | +83.9% | +46.7% |
| 1Y | +50.3% | -40.5% | +90.8% | +60.5% |
| 3Y | +871.5% | +50.4% | +821.2% | +587.5% |
| All | +85.6% | -62.0% | +147.6% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling