+85.6%
IREN vs EXEL
+225.0%
-139.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.5% | -3.7% |
| 7D | +14.6% | -0.3% | +14.9% | +14.6% |
| 30D | +17.1% | +10.1% | +7.0% | +13.8% |
| 3M | -16.0% | +10.1% | -26.1% | -18.6% |
| 6M | +16.8% | +37.7% | -20.9% | +5.4% |
| YTD | +20.1% | +33.1% | -13.0% | +9.0% |
| 1Y | +50.3% | +52.4% | -2.1% | +30.9% |
| 3Y | +871.5% | +163.8% | +707.7% | +555.9% |
| All | +85.6% | +225.0% | -139.4% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling