-14.8%
IREN vs AXP
+89.6%
-104.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.7% |
| 7D | -4.0% | -2.9% | -1.2% | -1.1% |
| 30D | -40.1% | +3.7% | -43.8% | -42.6% |
| 3M | -47.6% | -4.9% | -42.7% | -45.6% |
| 6M | -62.2% | +4.1% | -66.3% | -64.5% |
| YTD | -44.8% | -11.7% | -33.1% | -39.9% |
| 1Y | -63.7% | -11.7% | -52.0% | -60.6% |
| 3Y | +604.1% | +116.5% | +487.6% | +218.2% |
| All | -14.8% | +89.6% | -104.4% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling