+82.7%
IREN vs EXC
+34.1%
+48.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.1% | +8.3% | +7.3% |
| 7D | +26.0% | +0.3% | +25.8% | +26.0% |
| 30D | +14.9% | -3.7% | +18.6% | +15.0% |
| 3M | -27.8% | -1.3% | -26.5% | -28.2% |
| 6M | +1.9% | -9.7% | +11.6% | +2.5% |
| YTD | +18.3% | +2.9% | +15.4% | +16.2% |
| 1Y | +71.0% | +4.4% | +66.6% | +68.0% |
| 3Y | +882.0% | +22.2% | +859.8% | +803.2% |
| All | +82.7% | +34.1% | +48.7% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling