-25.7%
IREN vs XLP
+45.1%
-70.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.4% | -8.1% | -6.7% |
| 7D | -16.0% | +2.5% | -18.6% | -16.1% |
| 30D | -40.5% | +7.3% | -47.9% | -41.0% |
| 3M | -59.4% | +8.1% | -67.5% | -59.8% |
| 6M | -67.1% | +10.5% | -77.5% | -68.1% |
| YTD | -51.9% | +21.2% | -73.1% | -56.0% |
| 1Y | -62.7% | +22.7% | -85.4% | -66.3% |
| 3Y | +507.7% | +44.8% | +462.9% | +362.6% |
| All | -25.7% | +45.1% | -70.8% | -37.8% |
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