-14.8%
IREN vs EXPE
+51.0%
-65.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.3% | +4.5% |
| 7D | -4.0% | -17.8% | +13.7% | +5.7% |
| 30D | -40.1% | -3.2% | -36.9% | -40.7% |
| 3M | -47.6% | -19.0% | -28.6% | -44.3% |
| 6M | -62.2% | +17.7% | -79.9% | -68.8% |
| YTD | -44.8% | -7.8% | -37.0% | -50.2% |
| 1Y | -63.7% | -1.4% | -62.3% | -69.3% |
| 3Y | +604.1% | +121.9% | +482.1% | +177.1% |
| All | -14.8% | +51.0% | -65.8% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling