+507.7%
IREN vs EWZ
+19.5%
+488.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.4% | -8.1% | -7.9% |
| 7D | -16.0% | +0.8% | -16.8% | -16.5% |
| 30D | -40.5% | -24.4% | -16.2% | -27.9% |
| 3M | -59.4% | -4.6% | -54.8% | -62.4% |
| 6M | -67.1% | -11.6% | -55.5% | -66.4% |
| YTD | -51.9% | +2.4% | -54.3% | -55.9% |
| 1Y | -62.7% | +2.1% | -64.7% | -66.0% |
| 3Y | +507.7% | +18.7% | +489.0% | +435.3% |
| All | +507.7% | +19.5% | +488.2% | +435.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling