-25.7%
IREN vs XLI
+69.8%
-95.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.0% |
| 7D | -16.0% | +3.8% | -19.8% | -22.1% |
| 30D | -40.5% | +1.0% | -41.6% | -41.0% |
| 3M | -59.4% | -8.9% | -50.5% | -50.6% |
| 6M | -67.1% | -2.3% | -64.8% | -64.6% |
| YTD | -51.9% | +9.7% | -61.6% | -57.6% |
| 1Y | -62.7% | +12.3% | -75.0% | -68.6% |
| 3Y | +507.7% | +71.5% | +436.2% | +158.6% |
| All | -25.7% | +69.8% | -95.5% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 all: compounded portfolio wealth divided by compounded XLI 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…
all analysis · Full analysis span regression · 6 months rolling