+79.3%
IREN vs EWT
+147.4%
-68.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -2.5% |
| 7D | -1.9% | -1.1% | -0.8% | -0.2% |
| 30D | +0.4% | +4.5% | -4.1% | -6.1% |
| 3M | -22.7% | +8.3% | -31.0% | -31.2% |
| 6M | +4.4% | +54.2% | -49.8% | -46.8% |
| YTD | +16.0% | +74.6% | -58.5% | -50.9% |
| 1Y | +33.4% | +84.9% | -51.5% | -48.4% |
| 3Y | +948.6% | +197.5% | +751.0% | +79.2% |
| All | +79.3% | +147.4% | -68.1% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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