+507.7%
IREN vs EXEL
+230.5%
+277.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -6.5% |
| 7D | -16.0% | -0.8% | -15.2% | -15.8% |
| 30D | -40.5% | +13.1% | -53.7% | -41.6% |
| 3M | -59.4% | +36.3% | -95.7% | -61.5% |
| 6M | -67.1% | +34.5% | -101.6% | -68.8% |
| YTD | -51.9% | +57.4% | -109.3% | -55.9% |
| 1Y | -62.7% | +62.9% | -125.6% | -65.9% |
| 3Y | +507.7% | +229.5% | +278.2% | +518.0% |
| All | +507.7% | +230.5% | +277.2% | +518.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling