-25.7%
IREN vs EXPE
+50.0%
-75.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -6.2% |
| 7D | -16.0% | -0.5% | -15.5% | -15.7% |
| 30D | -40.5% | -6.1% | -34.5% | -40.2% |
| 3M | -59.4% | -21.3% | -38.1% | -56.2% |
| 6M | -67.1% | +19.0% | -86.1% | -73.0% |
| YTD | -51.9% | -8.4% | -43.5% | -56.5% |
| 1Y | -62.7% | -2.8% | -59.9% | -68.1% |
| 3Y | +507.7% | +120.8% | +386.9% | +139.6% |
| All | -25.7% | +50.0% | -75.6% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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