-25.7%
IREN vs NEE
+12.1%
-37.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.6% |
| 7D | -16.0% | -2.1% | -13.9% | -15.3% |
| 30D | -40.5% | +8.6% | -49.2% | -43.1% |
| 3M | -59.4% | -0.3% | -59.1% | -59.7% |
| 6M | -67.1% | -8.9% | -58.1% | -66.1% |
| YTD | -51.9% | +8.3% | -60.2% | -54.4% |
| 1Y | -62.7% | +4.3% | -66.9% | -64.0% |
| 3Y | +507.7% | +70.7% | +437.0% | +318.4% |
| All | -25.7% | +12.1% | -37.8% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling