-11.5%
IREN vs AXP
+88.4%
-99.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.2% | +21.2% | +21.2% |
| 7D | -9.6% | +0.6% | -10.2% | -10.6% |
| 30D | -44.1% | +5.8% | -49.9% | -47.5% |
| 3M | -42.9% | -6.0% | -36.9% | -40.1% |
| 6M | -64.5% | +0.3% | -64.8% | -65.4% |
| YTD | -42.7% | -12.3% | -30.4% | -37.2% |
| 1Y | -67.7% | -11.2% | -56.4% | -65.2% |
| 3Y | +547.9% | +117.0% | +430.9% | +192.3% |
| All | -11.5% | +88.4% | -99.9% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling