+85.6%
IREN vs XOM
+199.9%
-114.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -3.8% |
| 7D | +14.6% | 0.0% | +14.5% | +14.5% |
| 30D | +17.1% | +3.4% | +13.7% | +16.0% |
| 3M | -16.0% | +11.0% | -27.0% | -18.7% |
| 6M | +16.8% | +10.6% | +6.2% | +11.1% |
| YTD | +20.1% | +39.2% | -19.1% | +4.1% |
| 1Y | +50.3% | +52.7% | -2.4% | +25.1% |
| 3Y | +871.5% | +56.8% | +814.8% | +685.9% |
| All | +85.6% | +199.9% | -114.4% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling