-20.3%
IREN vs AXP
+86.7%
-107.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.6% | -5.0% | -5.0% |
| 7D | +8.0% | -2.1% | +10.2% | +10.2% |
| 30D | -44.0% | +2.7% | -46.7% | -45.7% |
| 3M | -55.4% | -7.3% | -48.1% | -52.5% |
| 6M | -65.6% | +1.8% | -67.3% | -66.9% |
| YTD | -48.4% | -13.1% | -35.4% | -42.9% |
| 1Y | -65.0% | -13.7% | -51.3% | -61.1% |
| 3Y | +558.1% | +113.1% | +445.0% | +202.3% |
| All | -20.3% | +86.7% | -107.0% | -61.6% |
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