-19.3%
IREN vs XLP
+43.0%
-62.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.2% | -8.0% | -7.9% |
| 7D | -19.3% | +2.3% | -21.7% | -19.4% |
| 30D | -43.9% | +9.1% | -53.0% | -44.8% |
| 3M | -49.1% | +7.9% | -56.9% | -49.8% |
| 6M | -67.8% | +9.6% | -77.4% | -68.8% |
| YTD | -47.8% | +19.4% | -67.2% | -52.3% |
| 1Y | -67.2% | +22.4% | -89.6% | -70.6% |
| 3Y | +566.6% | +43.2% | +523.4% | +406.2% |
| All | -19.3% | +43.0% | -62.3% | -32.5% |
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