-25.7%
IREN vs XME
+116.0%
-141.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.1% | -4.7% |
| 7D | -16.0% | +0.3% | -16.3% | -16.5% |
| 30D | -40.5% | -6.1% | -34.4% | -34.1% |
| 3M | -59.4% | -18.6% | -40.8% | -45.7% |
| 6M | -67.1% | -23.9% | -43.2% | -51.2% |
| YTD | -51.9% | -9.3% | -42.5% | -41.0% |
| 1Y | -62.7% | +1.8% | -64.4% | -60.1% |
| 3Y | +507.7% | +93.0% | +414.7% | +212.6% |
| All | -25.7% | +116.0% | -141.7% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling