+78.5%
IREN vs IEF
-7.2%
+85.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.5% |
| 7D | +4.8% | -1.2% | +6.0% | +5.2% |
| 30D | +9.8% | -1.5% | +11.3% | +10.4% |
| 3M | -15.3% | -1.7% | -13.6% | -14.7% |
| 6M | +14.5% | -3.5% | +18.0% | +15.6% |
| YTD | +15.5% | -2.6% | +18.2% | +16.6% |
| 1Y | +29.8% | -2.4% | +32.2% | +30.8% |
| 3Y | +834.5% | +8.9% | +825.5% | +794.3% |
| All | +78.5% | -7.2% | +85.7% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling