+78.5%
IREN vs XLF
+54.2%
+24.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.3% |
| 7D | +4.8% | -2.9% | +7.7% | +9.7% |
| 30D | +9.8% | -1.6% | +11.4% | +12.2% |
| 3M | -15.3% | +9.3% | -24.6% | -28.1% |
| 6M | +14.5% | +14.6% | -0.1% | -10.9% |
| YTD | +15.5% | +4.7% | +10.8% | +4.2% |
| 1Y | +29.8% | +8.6% | +21.1% | +10.1% |
| 3Y | +834.5% | +73.9% | +760.6% | +277.1% |
| All | +78.5% | +54.2% | +24.3% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling