+913.2%
IREN vs XLP
+27.4%
+885.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.2% |
| 7D | +26.0% | -1.0% | +27.1% | +25.9% |
| 30D | +14.9% | -0.9% | +15.8% | +14.8% |
| 3M | -27.8% | +3.8% | -31.6% | -29.3% |
| 6M | +1.9% | -1.7% | +3.7% | +2.2% |
| YTD | +18.3% | +10.3% | +8.0% | +11.8% |
| 1Y | +71.0% | +7.8% | +63.2% | +63.6% |
| All | +913.2% | +27.4% | +885.7% | +612.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling