-11.5%
IREN vs ESTC
-53.9%
+42.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +2.2% | +17.8% | +18.9% |
| 7D | -9.6% | -11.5% | +1.9% | -3.1% |
| 30D | -44.1% | -7.5% | -36.5% | -41.2% |
| 3M | -42.9% | +23.1% | -66.0% | -50.6% |
| 6M | -64.5% | +75.3% | -139.8% | -75.4% |
| YTD | -42.7% | +14.1% | -56.8% | -51.2% |
| 1Y | -67.7% | -0.6% | -67.1% | -70.6% |
| 3Y | +547.9% | +20.8% | +527.1% | +355.5% |
| All | -11.5% | -53.9% | +42.4% | -14.9% |
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 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