+82.7%
IREN vs EXPE
+73.2%
+9.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.7% | +9.0% | +8.2% |
| 7D | +26.0% | -9.5% | +35.6% | +32.6% |
| 30D | +14.9% | -6.6% | +21.5% | +17.9% |
| 3M | -27.8% | +31.4% | -59.2% | -41.4% |
| 6M | +1.9% | +35.2% | -33.3% | -21.6% |
| YTD | +18.3% | +5.8% | +12.5% | +3.2% |
| 1Y | +71.0% | +38.7% | +32.3% | +15.3% |
| 3Y | +882.0% | +175.8% | +706.2% | +241.8% |
| All | +82.7% | +73.2% | +9.5% | -19.3% |
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