-25.7%
IREN vs EXE
+80.1%
-105.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.6% | -7.0% |
| 7D | -16.0% | +5.3% | -21.4% | -17.6% |
| 30D | -40.5% | -2.2% | -38.3% | -40.1% |
| 3M | -59.4% | -5.9% | -53.5% | -58.7% |
| 6M | -67.1% | -5.7% | -61.4% | -67.0% |
| YTD | -51.9% | -17.8% | -34.1% | -50.1% |
| 1Y | -62.7% | -23.1% | -39.5% | -59.8% |
| 3Y | +507.7% | +21.2% | +486.5% | +414.6% |
| All | -25.7% | +80.1% | -105.8% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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