+85.6%
IREN vs EXE
+95.3%
-9.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.8% |
| 7D | +14.6% | -2.7% | +17.3% | +15.7% |
| 30D | +17.1% | -0.4% | +17.5% | +16.9% |
| 3M | -16.0% | +9.5% | -25.5% | -19.7% |
| 6M | +16.8% | -9.3% | +26.2% | +19.7% |
| YTD | +20.1% | -10.9% | +31.0% | +21.3% |
| 1Y | +50.3% | +4.3% | +46.0% | +40.0% |
| 3Y | +871.5% | +18.8% | +852.7% | +738.8% |
| All | +85.6% | +95.3% | -9.7% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling