-25.7%
IREN vs XLE
+169.1%
-194.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.7% | -7.2% |
| 7D | -16.0% | +5.4% | -21.5% | -18.3% |
| 30D | -40.5% | -3.9% | -36.6% | -39.3% |
| 3M | -59.4% | +7.0% | -66.4% | -61.1% |
| 6M | -67.1% | +14.2% | -81.3% | -70.0% |
| YTD | -51.9% | +48.2% | -100.1% | -63.6% |
| 1Y | -62.7% | +47.7% | -110.3% | -71.7% |
| 3Y | +507.7% | +70.0% | +437.7% | +319.3% |
| All | -25.7% | +169.1% | -194.8% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 10y: compounded portfolio wealth divided by compounded XLE 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…
10y analysis · Full analysis span regression · 6 months rolling