+944.0%
IREN vs SHEL
+69.1%
+875.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.2% | -4.1% |
| 7D | +4.8% | +3.9% | +0.8% | +2.3% |
| 30D | +9.8% | +7.0% | +2.8% | +5.0% |
| 3M | -15.3% | +12.5% | -27.8% | -22.2% |
| 6M | +14.5% | +14.8% | -0.3% | +1.8% |
| YTD | +15.5% | +34.2% | -18.6% | -10.3% |
| 1Y | +29.8% | +37.0% | -7.2% | -0.7% |
| All | +944.0% | +69.1% | +875.0% | +481.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling