+79.3%
IREN vs EWJ
+60.0%
+19.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -3.5% |
| 7D | -1.9% | +0.3% | -2.2% | -2.5% |
| 30D | +0.4% | +0.8% | -0.4% | -0.7% |
| 3M | -22.7% | +7.5% | -30.2% | -30.1% |
| 6M | +4.4% | +15.6% | -11.2% | -14.3% |
| YTD | +16.0% | +22.7% | -6.7% | -13.1% |
| 1Y | +33.4% | +26.4% | +7.0% | -4.8% |
| 3Y | +948.6% | +72.5% | +876.0% | +341.5% |
| All | +79.3% | +60.0% | +19.3% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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