-20.3%
IREN vs XLP
+43.1%
-63.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.5% |
| 7D | +8.0% | -0.2% | +8.3% | +8.0% |
| 30D | -44.0% | +8.2% | -52.2% | -44.8% |
| 3M | -55.4% | +7.7% | -63.1% | -56.0% |
| 6M | -65.6% | +9.3% | -74.9% | -66.7% |
| YTD | -48.4% | +19.5% | -67.9% | -52.9% |
| 1Y | -65.0% | +21.0% | -86.0% | -68.4% |
| 3Y | +558.1% | +43.2% | +514.9% | +399.8% |
| All | -20.3% | +43.1% | -63.4% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling