+597.0%
IREN vs EXPD
+75.1%
+521.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.9% | +2.8% | +5.0% |
| 7D | -4.0% | -1.6% | -2.4% | -3.5% |
| 30D | -40.1% | +0.6% | -40.7% | -39.9% |
| 3M | -47.6% | +9.8% | -57.4% | -48.3% |
| 6M | -62.2% | +25.8% | -88.0% | -64.1% |
| YTD | -44.8% | +31.3% | -76.1% | -48.7% |
| 1Y | -63.7% | +40.9% | -104.6% | -67.0% |
| All | +597.0% | +75.1% | +521.9% | +564.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling