+551.5%
IREN vs XME
+96.3%
+455.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.0% | -4.5% | -3.6% |
| 7D | +8.0% | +5.3% | +2.7% | +0.6% |
| 30D | -44.0% | -8.2% | -35.8% | -35.2% |
| 3M | -55.4% | -18.4% | -37.0% | -39.3% |
| 6M | -65.6% | -22.8% | -42.7% | -48.6% |
| YTD | -48.4% | -7.9% | -40.5% | -37.8% |
| 1Y | -65.0% | -0.9% | -64.2% | -61.4% |
| All | +551.5% | +96.3% | +455.2% | +226.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling