+85.6%
IREN vs IEFA
+52.6%
+33.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.3% | -0.9% |
| 7D | +14.6% | -0.5% | +15.0% | +15.8% |
| 30D | +17.1% | -1.1% | +18.2% | +20.7% |
| 3M | -16.0% | +5.1% | -21.1% | -23.0% |
| 6M | +16.8% | +9.3% | +7.5% | +0.2% |
| YTD | +20.1% | +13.0% | +7.2% | -2.5% |
| 1Y | +50.3% | +19.2% | +31.1% | +8.5% |
| 3Y | +871.5% | +67.0% | +804.5% | +257.5% |
| All | +85.6% | +52.6% | +33.0% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling