+79.3%
IREN vs XLV
+33.7%
+45.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | -1.9% | -3.6% | +1.6% | +0.4% |
| 30D | +0.4% | -1.8% | +2.2% | +1.4% |
| 3M | -22.7% | +7.8% | -30.5% | -29.2% |
| 6M | +4.4% | +9.1% | -4.7% | -5.8% |
| YTD | +16.0% | +7.7% | +8.3% | +5.1% |
| 1Y | +33.4% | +20.4% | +13.0% | +5.7% |
| 3Y | +948.6% | +30.8% | +917.8% | +629.7% |
| All | +79.3% | +33.7% | +45.6% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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