+85.6%
IREN vs EW
-27.6%
+113.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.9% |
| 7D | +14.6% | -5.1% | +19.7% | +18.3% |
| 30D | +17.1% | -6.4% | +23.5% | +21.8% |
| 3M | -16.0% | -1.6% | -14.5% | -16.2% |
| 6M | +16.8% | +2.3% | +14.5% | +13.0% |
| YTD | +20.1% | +1.1% | +19.0% | +17.0% |
| 1Y | +50.3% | +8.0% | +42.3% | +37.7% |
| 3Y | +871.5% | +16.3% | +855.2% | +640.1% |
| All | +85.6% | -27.6% | +113.2% | +119.6% |
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