-62.7%
IREN vs EXC
+3.6%
-66.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.4% | -8.1% | -5.0% |
| 7D | -16.0% | +1.4% | -17.4% | -14.5% |
| 30D | -40.5% | +8.6% | -49.1% | -34.1% |
| 3M | -59.4% | +2.4% | -61.8% | -57.5% |
| 6M | -67.1% | +6.5% | -73.5% | -64.7% |
| YTD | -51.9% | +9.0% | -60.9% | -47.7% |
| 1Y | -62.7% | +4.6% | -67.2% | -58.5% |
| All | -62.7% | +3.6% | -66.3% | -58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling