+82.7%
IREN vs XLP
+32.0%
+50.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.5% |
| 7D | +26.0% | -1.0% | +27.1% | +26.3% |
| 30D | +14.9% | -0.9% | +15.8% | +15.0% |
| 3M | -27.8% | +3.8% | -31.6% | -30.2% |
| 6M | +1.9% | -1.7% | +3.7% | +1.6% |
| YTD | +18.3% | +10.3% | +8.0% | +9.6% |
| 1Y | +71.0% | +7.8% | +63.2% | +60.2% |
| 3Y | +882.0% | +27.2% | +854.8% | +680.5% |
| All | +82.7% | +32.0% | +50.7% | +55.1% |
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