+302.5%
IREN vs ETHA
-27.9%
+330.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -1.7% |
| 7D | -1.9% | +3.5% | -5.4% | -4.1% |
| 30D | +0.4% | +35.3% | -34.9% | -18.9% |
| 3M | -22.7% | +50.9% | -73.6% | -42.2% |
| 6M | +4.4% | +22.1% | -17.7% | -9.6% |
| YTD | +16.0% | -14.6% | +30.6% | +26.5% |
| 1Y | +33.4% | -42.8% | +76.2% | +80.3% |
| All | +302.5% | -27.9% | +330.4% | +281.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling