-67.2%
IREN vs AXP
-11.5%
-55.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.3% | -7.6% | -7.8% |
| 7D | -19.3% | -0.6% | -18.7% | -19.1% |
| 30D | -43.9% | +5.0% | -48.9% | -45.0% |
| 3M | -49.1% | -4.2% | -44.8% | -48.1% |
| 6M | -67.8% | +2.9% | -70.7% | -68.3% |
| YTD | -47.8% | -11.6% | -36.2% | -48.0% |
| 1Y | -67.2% | -11.1% | -56.1% | -67.0% |
| All | -67.2% | -11.5% | -55.7% | -67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling