+78.5%
IREN vs EWZ
+88.9%
-10.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -5.1% |
| 7D | +4.8% | +1.1% | +3.7% | +3.6% |
| 30D | +9.8% | +13.5% | -3.7% | -3.1% |
| 3M | -15.3% | +15.2% | -30.5% | -25.7% |
| 6M | +14.5% | +3.7% | +10.8% | +12.3% |
| YTD | +15.5% | +22.5% | -7.0% | -0.9% |
| 1Y | +29.8% | +35.3% | -5.5% | +1.1% |
| 3Y | +834.5% | +50.2% | +784.3% | +572.7% |
| All | +78.5% | +88.9% | -10.4% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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