+85.6%
IREN vs EXC
+34.2%
+51.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.8% | -3.3% |
| 7D | +14.6% | +0.3% | +14.2% | +14.6% |
| 30D | +17.1% | -0.9% | +18.0% | +17.2% |
| 3M | -16.0% | -2.7% | -13.3% | -16.3% |
| 6M | +16.8% | -9.4% | +26.2% | +17.4% |
| YTD | +20.1% | +3.0% | +17.1% | +18.0% |
| 1Y | +50.3% | +5.1% | +45.1% | +47.5% |
| 3Y | +871.5% | +20.6% | +850.9% | +801.9% |
| All | +85.6% | +34.2% | +51.3% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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