+79.3%
IREN vs IEFA
+52.7%
+26.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -1.8% |
| 7D | -1.9% | -1.6% | -0.3% | +1.6% |
| 30D | +0.4% | -1.5% | +1.9% | +4.3% |
| 3M | -22.7% | +3.4% | -26.1% | -26.9% |
| 6M | +4.4% | +9.5% | -5.1% | -10.7% |
| YTD | +16.0% | +13.0% | +3.0% | -5.9% |
| 1Y | +33.4% | +18.0% | +15.4% | -1.5% |
| 3Y | +948.6% | +65.4% | +883.2% | +294.8% |
| All | +79.3% | +52.7% | +26.6% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling