+78.5%
IREN vs EXR
-16.6%
+95.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -4.1% |
| 7D | +4.8% | -3.2% | +8.0% | +6.1% |
| 30D | +9.8% | -6.9% | +16.7% | +12.9% |
| 3M | -15.3% | -7.8% | -7.5% | -13.6% |
| 6M | +14.5% | -4.9% | +19.4% | +14.9% |
| YTD | +15.5% | +7.2% | +8.4% | +9.0% |
| 1Y | +29.8% | -1.5% | +31.3% | +26.6% |
| 3Y | +834.5% | +22.3% | +812.2% | +650.5% |
| All | +78.5% | -16.6% | +95.1% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling