+91.9%
IREN vs EWZ
+89.1%
+2.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.0% | +3.1% | +3.1% |
| 7D | +27.5% | +5.6% | +21.9% | +20.9% |
| 30D | +13.8% | +9.3% | +4.6% | +4.2% |
| 3M | -20.7% | +15.7% | -36.4% | -30.7% |
| 6M | +27.9% | +7.4% | +20.4% | +21.4% |
| YTD | +24.3% | +22.7% | +1.6% | +6.4% |
| 1Y | +79.2% | +36.4% | +42.8% | +38.6% |
| 3Y | +904.9% | +50.4% | +854.5% | +622.8% |
| All | +91.9% | +89.1% | +2.8% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling