+948.6%
IREN vs XLF
+74.2%
+874.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | -0.7% |
| 7D | -1.9% | -1.5% | -0.4% | +0.5% |
| 30D | +0.4% | -1.2% | +1.5% | +1.8% |
| 3M | -22.7% | +9.2% | -31.9% | -35.2% |
| 6M | +4.4% | +16.3% | -11.9% | -22.7% |
| YTD | +16.0% | +5.4% | +10.6% | +2.9% |
| 1Y | +33.4% | +7.6% | +25.8% | +14.1% |
| 3Y | +948.6% | +74.2% | +874.4% | +184.8% |
| All | +948.6% | +74.2% | +874.4% | +184.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling