-19.3%
IREN vs EXPD
+53.7%
-73.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.2% | -7.6% | -7.8% |
| 7D | -19.3% | -7.4% | -11.9% | -16.5% |
| 30D | -43.9% | -2.1% | -41.8% | -43.2% |
| 3M | -49.1% | +5.7% | -54.8% | -50.0% |
| 6M | -67.8% | +21.4% | -89.1% | -70.5% |
| YTD | -47.8% | +27.6% | -75.4% | -54.1% |
| 1Y | -67.2% | +36.1% | -103.3% | -72.1% |
| 3Y | +566.6% | +69.9% | +496.7% | +384.2% |
| All | -19.3% | +53.7% | -73.0% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling