-11.5%
IREN vs EXPD
+49.9%
-61.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -2.3% | +22.3% | +20.9% |
| 7D | -9.6% | -7.2% | -2.5% | -6.5% |
| 30D | -44.1% | -3.3% | -40.8% | -43.1% |
| 3M | -42.9% | +3.4% | -46.3% | -43.5% |
| 6M | -64.5% | +22.7% | -87.2% | -67.7% |
| YTD | -42.7% | +24.5% | -67.2% | -49.2% |
| 1Y | -67.7% | +38.6% | -106.3% | -72.9% |
| 3Y | +547.9% | +71.5% | +476.4% | +364.0% |
| All | -11.5% | +49.9% | -61.4% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling