+904.9%
IREN vs EXPE
+162.6%
+742.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -7.9% | +12.9% | +6.7% |
| 7D | +27.5% | -9.8% | +37.2% | +30.1% |
| 30D | +13.8% | -11.5% | +25.3% | +16.1% |
| 3M | -20.7% | +21.7% | -42.4% | -27.5% |
| 6M | +27.9% | +10.4% | +17.5% | +19.5% |
| YTD | +24.3% | -2.5% | +26.8% | +19.5% |
| 1Y | +79.2% | +27.3% | +51.8% | +46.8% |
| 3Y | +904.9% | +153.5% | +751.4% | +623.7% |
| All | +904.9% | +162.6% | +742.3% | +623.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling