-12.4%
IREN vs EXR
-1.0%
-11.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -2.8% | +2.7% | -5.5% | -3.8% |
| 30D | -39.2% | +18.9% | -58.1% | -43.4% |
| 3M | -48.1% | +8.4% | -56.4% | -49.9% |
| 6M | -65.0% | +14.3% | -79.3% | -67.5% |
| YTD | -43.3% | +27.2% | -70.6% | -50.3% |
| 1Y | -65.7% | +25.9% | -91.6% | -69.9% |
| 3Y | +620.9% | +54.6% | +566.2% | +415.1% |
| All | -12.4% | -1.0% | -11.4% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling