-25.7%
IREN vs XLC
+41.8%
-67.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -8.6% |
| 7D | -16.0% | +3.7% | -19.8% | -21.5% |
| 30D | -40.5% | -1.9% | -38.6% | -38.6% |
| 3M | -59.4% | -3.1% | -56.3% | -57.8% |
| 6M | -67.1% | -6.4% | -60.7% | -64.4% |
| YTD | -51.9% | -6.8% | -45.1% | -47.4% |
| 1Y | -62.7% | -1.7% | -61.0% | -63.2% |
| 3Y | +507.7% | +64.7% | +443.0% | +149.0% |
| All | -25.7% | +41.8% | -67.5% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling