+85.6%
IREN vs IEMG
+51.1%
+34.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.1% |
| 7D | +14.6% | +1.6% | +13.0% | +10.9% |
| 30D | +17.1% | +4.6% | +12.5% | +7.2% |
| 3M | -16.0% | +4.8% | -20.9% | -21.5% |
| 6M | +16.8% | +16.8% | 0.0% | -12.2% |
| YTD | +20.1% | +24.8% | -4.7% | -20.4% |
| 1Y | +50.3% | +34.3% | +16.0% | -13.9% |
| 3Y | +871.5% | +87.0% | +784.6% | +197.3% |
| All | +85.6% | +51.1% | +34.4% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling