-19.3%
IREN vs XLE
+157.7%
-177.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.4% | -8.3% | -8.1% |
| 7D | -19.3% | -6.7% | -12.6% | -16.1% |
| 30D | -43.9% | -4.4% | -39.5% | -42.6% |
| 3M | -49.1% | +4.0% | -53.1% | -50.4% |
| 6M | -67.8% | +13.2% | -80.9% | -70.6% |
| YTD | -47.8% | +41.9% | -89.7% | -59.6% |
| 1Y | -67.2% | +41.6% | -108.8% | -74.7% |
| 3Y | +566.6% | +64.0% | +502.6% | +368.4% |
| All | -19.3% | +157.7% | -177.1% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling