-11.5%
IREN vs XLP
+41.5%
-53.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.3% | +21.3% | +20.1% |
| 7D | -9.6% | +0.7% | -10.4% | -9.7% |
| 30D | -44.1% | +10.3% | -54.3% | -45.2% |
| 3M | -42.9% | +6.5% | -49.5% | -43.7% |
| 6M | -64.5% | +8.4% | -72.9% | -65.7% |
| YTD | -42.7% | +18.2% | -60.9% | -47.6% |
| 1Y | -67.7% | +22.4% | -90.1% | -71.3% |
| 3Y | +547.9% | +41.9% | +506.0% | +391.7% |
| All | -11.5% | +41.5% | -53.0% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling