+566.6%
IREN vs XLP
+43.9%
+522.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.2% | -8.0% | -7.7% |
| 7D | -19.3% | +2.3% | -21.7% | -17.9% |
| 30D | -43.9% | +9.1% | -53.0% | -41.0% |
| 3M | -49.1% | +7.9% | -56.9% | -46.5% |
| 6M | -67.8% | +9.6% | -77.4% | -66.2% |
| YTD | -47.8% | +19.4% | -67.2% | -46.8% |
| 1Y | -67.2% | +22.4% | -89.6% | -67.0% |
| 3Y | +566.6% | +43.2% | +523.4% | +385.4% |
| All | +566.6% | +43.9% | +522.7% | +385.4% |
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