-12.4%
IREN vs XLP
+42.8%
-55.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | -2.8% | +0.1% | -2.8% | -2.7% |
| 30D | -39.2% | +8.9% | -48.1% | -40.1% |
| 3M | -48.1% | +7.5% | -55.6% | -48.8% |
| 6M | -65.0% | +9.4% | -74.5% | -66.2% |
| YTD | -43.3% | +19.3% | -62.6% | -48.2% |
| 1Y | -65.7% | +21.7% | -87.4% | -69.2% |
| 3Y | +620.9% | +44.0% | +576.9% | +444.3% |
| All | -12.4% | +42.8% | -55.2% | -26.7% |
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