+91.9%
IREN vs XLP
+31.1%
+60.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.2% |
| 7D | +27.5% | -1.4% | +28.9% | +27.9% |
| 30D | +13.8% | -1.3% | +15.1% | +14.0% |
| 3M | -20.7% | +1.8% | -22.6% | -22.6% |
| 6M | +27.9% | -0.8% | +28.7% | +26.4% |
| YTD | +24.3% | +9.5% | +14.7% | +15.3% |
| 1Y | +79.2% | +7.2% | +72.0% | +68.0% |
| 3Y | +904.9% | +27.1% | +877.8% | +696.5% |
| All | +91.9% | +31.1% | +60.8% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling