+82.7%
IREN vs XME
+173.1%
-90.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.0% |
| 7D | +26.0% | -0.1% | +26.1% | +26.2% |
| 30D | +14.9% | +6.0% | +8.9% | +6.8% |
| 3M | -27.8% | -7.7% | -20.0% | -18.3% |
| 6M | +1.9% | +1.0% | +1.0% | +3.3% |
| YTD | +18.3% | +14.6% | +3.7% | +4.9% |
| 1Y | +71.0% | +46.0% | +25.0% | +11.8% |
| 3Y | +882.0% | +127.0% | +755.0% | +301.6% |
| All | +82.7% | +173.1% | -90.4% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling