+948.6%
IREN vs XLY
+35.2%
+913.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -1.3% |
| 7D | -1.9% | -1.7% | -0.2% | +1.4% |
| 30D | +0.4% | -4.2% | +4.5% | +8.2% |
| 3M | -22.7% | -2.7% | -20.0% | -20.6% |
| 6M | +4.4% | -0.6% | +5.0% | +5.0% |
| YTD | +16.0% | -5.0% | +21.1% | +29.0% |
| 1Y | +33.4% | -4.1% | +37.5% | +45.9% |
| 3Y | +948.6% | +33.6% | +915.0% | +506.1% |
| All | +948.6% | +35.2% | +913.4% | +506.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 3y: compounded portfolio wealth divided by compounded XLY 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…
3y analysis · Full analysis span regression · 6 months rolling