+1.9%
IREN vs XLP
-2.5%
+4.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +5.9% |
| 7D | +26.0% | -1.0% | +27.1% | +24.0% |
| 30D | +14.9% | -0.9% | +15.8% | +13.6% |
| 3M | -27.8% | +3.8% | -31.6% | -26.9% |
| 6M | +1.9% | -1.7% | +3.7% | +4.0% |
| All | +1.9% | -2.5% | +4.4% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling