+79.3%
IREN vs EQH
+76.4%
+2.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.9% |
| 7D | -1.9% | +0.7% | -2.6% | -2.7% |
| 30D | +0.4% | +2.8% | -2.5% | -2.7% |
| 3M | -22.7% | +23.1% | -45.8% | -37.9% |
| 6M | +4.4% | +41.4% | -37.0% | -27.0% |
| YTD | +16.0% | +14.3% | +1.8% | -1.2% |
| 1Y | +33.4% | +1.6% | +31.8% | +25.6% |
| 3Y | +948.6% | +102.7% | +845.9% | +387.5% |
| All | +79.3% | +76.4% | +2.8% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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