-67.4%
IREN vs IEMG
+13.6%
-81.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +0.9% | -12.1% | -13.4% |
| 7D | -24.7% | -3.1% | -21.6% | -18.8% |
| 30D | -46.4% | -10.3% | -36.0% | -29.8% |
| 3M | -46.9% | -6.6% | -40.2% | -36.2% |
| 6M | -56.1% | -3.9% | -52.3% | -49.9% |
| YTD | -42.5% | +12.4% | -54.9% | -63.2% |
| 1Y | -67.4% | +13.9% | -81.3% | -80.4% |
| All | -67.4% | +13.6% | -81.0% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 1y: compounded portfolio wealth divided by compounded IEMG 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…
1y analysis · Full analysis span regression · 6 months rolling