-20.3%
IREN vs ESTC
-52.3%
+31.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.0% | -8.5% | -7.6% |
| 7D | +8.0% | +5.8% | +2.3% | +5.1% |
| 30D | -44.0% | -5.6% | -38.4% | -41.7% |
| 3M | -55.4% | +15.4% | -70.8% | -60.1% |
| 6M | -65.6% | +77.8% | -143.4% | -76.2% |
| YTD | -48.4% | +18.1% | -66.5% | -56.9% |
| 1Y | -65.0% | -3.7% | -61.3% | -67.4% |
| 3Y | +558.1% | +16.9% | +541.2% | +376.4% |
| All | -20.3% | -52.3% | +31.9% | -24.8% |
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