+82.7%
IREN vs EXPD
+53.3%
+29.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +6.9% |
| 7D | +26.0% | -1.1% | +27.2% | +26.6% |
| 30D | +14.9% | +4.1% | +10.8% | +13.2% |
| 3M | -27.8% | +17.9% | -45.7% | -33.1% |
| 6M | +1.9% | +29.2% | -27.3% | -10.0% |
| YTD | +18.3% | +27.4% | -9.1% | +3.7% |
| 1Y | +71.0% | +56.8% | +14.2% | +33.9% |
| 3Y | +882.0% | +68.0% | +813.9% | +618.9% |
| All | +82.7% | +53.3% | +29.4% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling