+79.3%
IREN vs EXE
+91.6%
-12.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.2% |
| 7D | -1.9% | -3.1% | +1.2% | -0.8% |
| 30D | +0.4% | -0.9% | +1.3% | +0.5% |
| 3M | -22.7% | +9.6% | -32.3% | -26.2% |
| 6M | +4.4% | -11.6% | +16.0% | +7.9% |
| YTD | +16.0% | -12.6% | +28.6% | +18.0% |
| 1Y | +33.4% | +1.2% | +32.2% | +25.8% |
| 3Y | +948.6% | +18.0% | +930.5% | +806.3% |
| All | +79.3% | +91.6% | -12.4% | +58.3% |
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