+985.4%
IREN vs IEF
+10.0%
+975.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | +14.6% | -0.3% | +14.9% | +14.6% |
| 30D | +17.1% | -0.6% | +17.7% | +17.2% |
| 3M | -16.0% | -1.0% | -15.0% | -15.9% |
| 6M | +16.8% | -3.1% | +19.9% | +15.5% |
| YTD | +20.1% | -1.9% | +22.0% | +19.8% |
| 1Y | +50.3% | -1.4% | +51.6% | +50.4% |
| All | +985.4% | +10.0% | +975.4% | +924.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling