+91.9%
IREN vs ESTC
-52.6%
+144.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.7% | +8.7% | +6.9% |
| 7D | +27.5% | -4.3% | +31.8% | +29.6% |
| 30D | +13.8% | +17.7% | -3.9% | 0.0% |
| 3M | -20.7% | +42.3% | -63.0% | -37.7% |
| 6M | +27.9% | +64.6% | -36.7% | -10.0% |
| YTD | +24.3% | +17.2% | +7.0% | +3.5% |
| 1Y | +79.2% | -4.2% | +83.4% | +62.4% |
| 3Y | +904.9% | +13.5% | +891.4% | +626.9% |
| All | +91.9% | -52.6% | +144.5% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling