-67.4%
IREN vs XLP
+24.3%
-91.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +3.4% | -14.6% | -4.9% |
| 7D | -24.7% | +5.9% | -30.6% | -15.2% |
| 30D | -46.4% | +13.5% | -59.8% | -32.1% |
| 3M | -46.9% | +8.4% | -55.3% | -36.8% |
| 6M | -56.1% | +11.5% | -67.7% | -45.9% |
| YTD | -42.5% | +20.6% | -63.2% | -22.4% |
| 1Y | -67.4% | +24.3% | -91.7% | -55.0% |
| All | -67.4% | +24.3% | -91.7% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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