+79.3%
IREN vs XLF
+55.2%
+24.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | -0.7% |
| 7D | -1.9% | -1.5% | -0.4% | +0.4% |
| 30D | +0.4% | -1.2% | +1.5% | +1.7% |
| 3M | -22.7% | +9.2% | -31.9% | -34.3% |
| 6M | +4.4% | +16.3% | -11.9% | -20.7% |
| YTD | +16.0% | +5.4% | +10.6% | +3.5% |
| 1Y | +33.4% | +7.6% | +25.8% | +15.4% |
| 3Y | +948.6% | +74.2% | +874.4% | +322.0% |
| All | +79.3% | +55.2% | +24.0% | -22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling