-67.4%
IREN vs XLF
+15.8%
-83.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +3.5% | -14.8% | -11.2% |
| 7D | -24.7% | +5.5% | -30.2% | -25.0% |
| 30D | -46.4% | +9.9% | -56.2% | -47.4% |
| 3M | -46.9% | +2.6% | -49.5% | -46.5% |
| 6M | -56.1% | +15.6% | -71.7% | -59.0% |
| YTD | -42.5% | +9.4% | -51.9% | -44.2% |
| 1Y | -67.4% | +14.7% | -82.1% | -70.8% |
| All | -67.4% | +15.8% | -83.2% | -70.8% |
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