-11.5%
IREN vs EXR
-1.6%
-9.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -0.6% | +20.6% | +20.2% |
| 7D | -9.6% | +5.2% | -14.8% | -11.5% |
| 30D | -44.1% | +20.9% | -64.9% | -48.3% |
| 3M | -42.9% | +7.7% | -50.7% | -44.8% |
| 6M | -64.5% | +13.2% | -77.7% | -66.9% |
| YTD | -42.7% | +26.5% | -69.2% | -49.6% |
| 1Y | -67.7% | +27.2% | -94.9% | -71.8% |
| 3Y | +547.9% | +71.5% | +476.4% | +325.2% |
| All | -11.5% | -1.6% | -9.9% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling