+82.7%
IREN vs XLC
+45.6%
+37.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.2% | +8.5% | +9.4% |
| 7D | +26.0% | -0.8% | +26.9% | +27.8% |
| 30D | +14.9% | +1.0% | +13.8% | +11.5% |
| 3M | -27.8% | -0.7% | -27.1% | -29.2% |
| 6M | +1.9% | -5.1% | +7.1% | +10.4% |
| YTD | +18.3% | -4.3% | +22.6% | +24.6% |
| 1Y | +71.0% | -0.6% | +71.6% | +67.7% |
| 3Y | +882.0% | +72.7% | +809.3% | +277.9% |
| All | +82.7% | +45.6% | +37.1% | -21.3% |
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