-20.3%
IREN vs EW
-11.2%
-9.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | +8.0% | +4.9% | +3.1% | +5.0% |
| 30D | -44.0% | +24.1% | -68.1% | -51.5% |
| 3M | -55.4% | +13.7% | -69.1% | -59.3% |
| 6M | -65.6% | +32.7% | -98.3% | -72.0% |
| YTD | -48.4% | +24.1% | -72.5% | -56.3% |
| 1Y | -65.0% | +23.6% | -88.7% | -70.4% |
| 3Y | +558.1% | +64.8% | +493.3% | +276.3% |
| All | -20.3% | -11.2% | -9.2% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling