+547.9%
IREN vs EXC
+26.3%
+521.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -2.0% | +22.0% | +18.7% |
| 7D | -9.6% | -1.2% | -8.5% | -9.8% |
| 30D | -44.1% | +10.0% | -54.0% | -40.1% |
| 3M | -42.9% | +1.6% | -44.6% | -41.7% |
| 6M | -64.5% | +3.3% | -67.8% | -63.2% |
| YTD | -42.7% | +7.6% | -50.3% | -39.1% |
| 1Y | -67.7% | +3.5% | -71.1% | -66.1% |
| 3Y | +547.9% | +27.7% | +520.2% | +719.2% |
| All | +547.9% | +26.3% | +521.6% | +719.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling