+71.0%
IREN vs XLF
+9.9%
+61.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.8% |
| 7D | +26.0% | 0.0% | +26.0% | +26.0% |
| 30D | +14.9% | +0.2% | +14.7% | +14.5% |
| 3M | -27.8% | +11.7% | -39.5% | -34.7% |
| 6M | +1.9% | +13.8% | -11.9% | -9.7% |
| YTD | +18.3% | +7.0% | +11.3% | +13.8% |
| 1Y | +71.0% | +9.1% | +61.9% | +60.9% |
| All | +71.0% | +9.9% | +61.1% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 1y: compounded portfolio wealth divided by compounded XLF 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…
1y analysis · Full analysis span regression · 6 months rolling