+944.0%
IREN vs IEFA
+64.1%
+880.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -1.6% |
| 7D | +4.8% | -2.4% | +7.2% | +11.3% |
| 30D | +9.8% | -2.1% | +11.9% | +16.3% |
| 3M | -15.3% | +5.5% | -20.8% | -23.6% |
| 6M | +14.5% | +8.1% | +6.4% | 0.0% |
| YTD | +15.5% | +11.9% | +3.6% | -5.2% |
| 1Y | +29.8% | +18.1% | +11.7% | -5.9% |
| All | +944.0% | +64.1% | +880.0% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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