-12.4%
IREN vs XLE
+156.6%
-169.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -2.8% | -7.9% | +5.1% | +1.7% |
| 30D | -39.2% | -4.8% | -34.3% | -37.6% |
| 3M | -48.1% | +8.4% | -56.4% | -50.6% |
| 6M | -65.0% | +12.7% | -77.7% | -68.0% |
| YTD | -43.3% | +41.3% | -84.6% | -56.1% |
| 1Y | -65.7% | +42.3% | -108.0% | -73.6% |
| 3Y | +620.9% | +65.1% | +555.8% | +404.4% |
| All | -12.4% | +156.6% | -169.1% | -34.4% |
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