-11.5%
IREN vs EXC
+40.1%
-51.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -2.0% | +22.0% | +19.9% |
| 7D | -9.6% | -1.2% | -8.5% | -9.7% |
| 30D | -44.1% | +10.0% | -54.0% | -44.1% |
| 3M | -42.9% | +1.6% | -44.6% | -42.9% |
| 6M | -64.5% | +3.3% | -67.8% | -64.7% |
| YTD | -42.7% | +7.6% | -50.3% | -43.7% |
| 1Y | -67.7% | +3.5% | -71.1% | -68.0% |
| 3Y | +547.9% | +27.7% | +520.2% | +494.1% |
| All | -11.5% | +40.1% | -51.6% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling