+439.8%
IREN vs XLP
+43.9%
+395.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -0.8% | -16.2% | -17.4% |
| 7D | -31.3% | +3.5% | -34.8% | -29.7% |
| 30D | -56.3% | +11.6% | -67.9% | -53.8% |
| 3M | -53.6% | +7.6% | -61.3% | -51.4% |
| 6M | -67.1% | +10.0% | -77.1% | -65.6% |
| YTD | -52.3% | +19.7% | -72.0% | -51.5% |
| 1Y | -76.4% | +23.5% | -99.9% | -76.4% |
| All | +439.8% | +43.9% | +395.9% | +266.0% |
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