+597.0%
IREN vs EXE
+20.3%
+576.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.4% |
| 7D | -4.0% | +1.5% | -5.5% | -4.3% |
| 30D | -40.1% | -0.2% | -39.9% | -40.0% |
| 3M | -47.6% | -9.2% | -38.3% | -46.4% |
| 6M | -62.2% | -7.2% | -55.0% | -61.9% |
| YTD | -44.8% | -18.3% | -26.5% | -42.6% |
| 1Y | -63.7% | -23.6% | -40.1% | -60.2% |
| All | +597.0% | +20.3% | +576.7% | +396.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling