-67.4%
IREN vs SHEL
+43.6%
-111.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -2.2% | -9.0% | -10.9% |
| 7D | -24.7% | -3.2% | -21.6% | -24.3% |
| 30D | -46.4% | +5.5% | -51.9% | -47.4% |
| 3M | -46.9% | +14.4% | -61.2% | -49.7% |
| 6M | -56.1% | +16.2% | -72.3% | -57.8% |
| YTD | -42.5% | +42.4% | -84.9% | -63.0% |
| 1Y | -67.4% | +43.3% | -110.7% | -79.3% |
| All | -67.4% | +43.6% | -111.0% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 1y: compounded portfolio wealth divided by compounded SHEL 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…
1y analysis · Full analysis span regression · 6 months rolling