-19.3%
IREN vs ESTC
-53.2%
+33.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.3% | -4.5% | -6.1% |
| 7D | -19.3% | -3.6% | -15.8% | -17.3% |
| 30D | -43.9% | -11.2% | -32.8% | -39.8% |
| 3M | -49.1% | +14.3% | -63.4% | -54.1% |
| 6M | -67.8% | +67.0% | -134.7% | -76.9% |
| YTD | -47.8% | +15.7% | -63.4% | -55.9% |
| 1Y | -67.2% | -6.3% | -61.0% | -68.9% |
| 3Y | +566.6% | +14.5% | +552.1% | +388.0% |
| All | -19.3% | -53.2% | +33.9% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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