+79.3%
IREN vs NEE
+8.4%
+70.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.9% | -1.3% | -0.6% | -1.3% |
| 30D | +0.4% | -3.3% | +3.7% | +1.9% |
| 3M | -22.7% | -2.3% | -20.5% | -22.2% |
| 6M | +4.4% | -8.9% | +13.3% | +8.0% |
| YTD | +16.0% | +4.8% | +11.3% | +12.6% |
| 1Y | +33.4% | +18.7% | +14.7% | +23.2% |
| 3Y | +948.6% | +33.2% | +915.3% | +748.6% |
| All | +79.3% | +8.4% | +70.8% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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