+79.3%
IREN vs IEMG
+49.9%
+29.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -2.2% |
| 7D | -1.9% | -1.3% | -0.6% | +1.0% |
| 30D | +0.4% | +1.9% | -1.5% | -2.9% |
| 3M | -22.7% | +1.4% | -24.1% | -22.7% |
| 6M | +4.4% | +15.2% | -10.8% | -19.1% |
| YTD | +16.0% | +23.8% | -7.8% | -21.8% |
| 1Y | +33.4% | +30.7% | +2.8% | -18.9% |
| 3Y | +948.6% | +83.3% | +865.3% | +235.5% |
| All | +79.3% | +49.9% | +29.4% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling