+82.7%
IREN vs IEF
-6.1%
+88.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +26.0% | -0.3% | +26.3% | +26.2% |
| 30D | +14.9% | -0.8% | +15.7% | +15.2% |
| 3M | -27.8% | -1.0% | -26.8% | -27.5% |
| 6M | +1.9% | -2.8% | +4.7% | +2.5% |
| YTD | +18.3% | -1.5% | +19.8% | +18.9% |
| 1Y | +71.0% | -0.4% | +71.4% | +71.4% |
| 3Y | +882.0% | +9.7% | +872.3% | +838.0% |
| All | +82.7% | -6.1% | +88.8% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling