-53.6%
IREN vs XLP
+7.1%
-60.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -0.8% | -16.2% | -18.9% |
| 7D | -31.3% | +3.5% | -34.8% | -23.8% |
| 30D | -56.3% | +11.6% | -67.9% | -43.1% |
| 3M | -53.6% | +7.6% | -61.3% | -42.6% |
| All | -53.6% | +7.1% | -60.8% | -42.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling