+507.7%
IREN vs ETR
+153.6%
+354.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.5% |
| 7D | -16.0% | +0.5% | -16.6% | -16.1% |
| 30D | -40.5% | +6.4% | -46.9% | -41.6% |
| 3M | -59.4% | +4.0% | -63.4% | -59.8% |
| 6M | -67.1% | -0.5% | -66.6% | -67.1% |
| YTD | -51.9% | +22.4% | -74.3% | -55.2% |
| 1Y | -62.7% | +19.9% | -82.5% | -65.0% |
| 3Y | +507.7% | +154.7% | +353.0% | +679.7% |
| All | +507.7% | +153.6% | +354.0% | +679.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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