-12.4%
IREN vs AXP
+90.3%
-102.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -2.1% |
| 7D | -2.8% | -1.1% | -1.7% | -1.9% |
| 30D | -39.2% | +5.2% | -44.4% | -42.5% |
| 3M | -48.1% | -4.6% | -43.5% | -46.3% |
| 6M | -65.0% | +3.2% | -68.2% | -66.9% |
| YTD | -43.3% | -11.3% | -32.0% | -38.5% |
| 1Y | -65.7% | -11.0% | -54.7% | -63.1% |
| 3Y | +620.9% | +120.2% | +500.7% | +220.7% |
| All | -12.4% | +90.3% | -102.8% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 10y: compounded portfolio wealth divided by compounded AXP 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…
10y analysis · Full analysis span regression · 6 months rolling