+300.7%
IREN vs ETHA
-30.2%
+330.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.7% |
| 7D | +4.8% | -2.4% | +7.2% | +6.4% |
| 30D | +9.8% | +30.9% | -21.1% | -9.2% |
| 3M | -15.3% | +51.1% | -66.4% | -36.6% |
| 6M | +14.5% | +20.5% | -6.0% | +0.1% |
| YTD | +15.5% | -17.3% | +32.8% | +28.7% |
| 1Y | +29.8% | -43.2% | +73.0% | +76.2% |
| All | +300.7% | -30.2% | +330.9% | +288.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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