-67.4%
IREN vs EXEL
+92.4%
-159.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +0.6% | -11.9% | -11.5% |
| 7D | -24.7% | +9.8% | -34.5% | -27.1% |
| 30D | -46.4% | +23.6% | -70.0% | -50.4% |
| 3M | -46.9% | +29.9% | -76.8% | -51.9% |
| 6M | -56.1% | +64.7% | -120.8% | -65.0% |
| YTD | -42.5% | +66.0% | -108.5% | -56.0% |
| 1Y | -67.4% | +92.0% | -159.4% | -80.7% |
| All | -67.4% | +92.4% | -159.8% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling