-19.3%
IREN vs XLC
+40.6%
-59.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.4% | -8.2% | -8.5% |
| 7D | -19.3% | +6.2% | -25.6% | -28.2% |
| 30D | -43.9% | -2.4% | -41.6% | -41.5% |
| 3M | -49.1% | -3.3% | -45.7% | -47.0% |
| 6M | -67.8% | -7.3% | -60.5% | -64.4% |
| YTD | -47.8% | -7.6% | -40.1% | -42.0% |
| 1Y | -67.2% | -3.7% | -63.5% | -66.4% |
| 3Y | +566.6% | +62.9% | +503.6% | +178.4% |
| All | -19.3% | +40.6% | -59.9% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 5y: compounded portfolio wealth divided by compounded XLC 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…
5y analysis · Full analysis span regression · 6 months rolling