+547.9%
IREN vs ESTC
+18.0%
+529.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +2.2% | +17.8% | +19.2% |
| 7D | -9.6% | -11.5% | +1.9% | -5.1% |
| 30D | -44.1% | -7.5% | -36.5% | -42.0% |
| 3M | -42.9% | +23.1% | -66.0% | -48.4% |
| 6M | -64.5% | +75.3% | -139.8% | -72.7% |
| YTD | -42.7% | +14.1% | -56.8% | -48.0% |
| 1Y | -67.7% | -0.6% | -67.1% | -69.0% |
| 3Y | +547.9% | +20.8% | +527.1% | +471.2% |
| All | +547.9% | +18.0% | +529.9% | +471.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling