-20.3%
IREN vs EXPD
+58.9%
-79.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.8% |
| 7D | +8.0% | +3.6% | +4.4% | +6.3% |
| 30D | -44.0% | +0.3% | -44.3% | -43.8% |
| 3M | -55.4% | +6.1% | -61.5% | -56.3% |
| 6M | -65.6% | +27.4% | -92.9% | -69.1% |
| YTD | -48.4% | +32.0% | -80.4% | -55.3% |
| 1Y | -65.0% | +40.5% | -105.6% | -70.7% |
| 3Y | +558.1% | +75.7% | +482.4% | +371.6% |
| All | -20.3% | +58.9% | -79.2% | -56.8% |
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 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