+91.9%
IREN vs SHEL
+151.0%
-59.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.5% | +2.5% | +3.4% |
| 7D | +27.5% | +1.9% | +25.5% | +25.9% |
| 30D | +13.8% | +8.7% | +5.2% | +7.7% |
| 3M | -20.7% | +11.0% | -31.7% | -26.7% |
| 6M | +27.9% | +14.6% | +13.3% | +14.2% |
| YTD | +24.3% | +33.3% | -9.0% | -0.3% |
| 1Y | +79.2% | +37.9% | +41.3% | +40.7% |
| 3Y | +904.9% | +69.7% | +835.2% | +575.8% |
| All | +91.9% | +151.0% | -59.1% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling