+85.6%
IREN vs EXR
-17.1%
+102.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.3% |
| 7D | +14.6% | -3.1% | +17.6% | +16.0% |
| 30D | +17.1% | -7.5% | +24.6% | +20.8% |
| 3M | -16.0% | -7.5% | -8.5% | -14.5% |
| 6M | +16.8% | -5.2% | +22.0% | +17.4% |
| YTD | +20.1% | +6.5% | +13.6% | +13.6% |
| 1Y | +50.3% | -2.0% | +52.3% | +47.0% |
| 3Y | +871.5% | +21.5% | +850.0% | +682.2% |
| All | +85.6% | -17.1% | +102.7% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling