-62.2%
IREN vs ESTC
+69.8%
-132.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.6% | +5.6% |
| 7D | -4.0% | -2.6% | -1.4% | -3.5% |
| 30D | -40.1% | -8.6% | -31.5% | -39.3% |
| 3M | -47.6% | +14.4% | -61.9% | -46.9% |
| 6M | -62.2% | +73.3% | -135.5% | -62.2% |
| All | -62.2% | +69.8% | -132.0% | -62.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling