+948.6%
IREN vs XOM
+57.7%
+890.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.4% |
| 7D | -1.9% | +4.1% | -6.0% | -1.8% |
| 30D | +0.4% | +4.6% | -4.2% | +0.4% |
| 3M | -22.7% | +14.0% | -36.7% | -22.6% |
| 6M | +4.4% | +11.0% | -6.6% | +3.1% |
| YTD | +16.0% | +40.7% | -24.7% | +6.5% |
| 1Y | +33.4% | +52.3% | -18.9% | +19.6% |
| 3Y | +948.6% | +60.5% | +888.1% | +829.0% |
| All | +948.6% | +57.7% | +890.9% | +829.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 XOM 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