+79.3%
IREN vs IEF
-7.4%
+86.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.9% | -1.3% | -0.6% | -1.4% |
| 30D | +0.4% | -1.7% | +2.1% | +1.0% |
| 3M | -22.7% | -2.5% | -20.2% | -22.0% |
| 6M | +4.4% | -3.3% | +7.7% | +5.4% |
| YTD | +16.0% | -2.8% | +18.9% | +17.1% |
| 1Y | +33.4% | -2.7% | +36.1% | +34.6% |
| 3Y | +948.6% | +8.9% | +939.7% | +903.2% |
| All | +79.3% | -7.4% | +86.6% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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