+85.6%
IREN vs XRT
-12.7%
+98.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -0.9% |
| 7D | +14.6% | -2.4% | +17.0% | +18.6% |
| 30D | +17.1% | -6.9% | +24.1% | +28.9% |
| 3M | -16.0% | -0.4% | -15.6% | -18.0% |
| 6M | +16.8% | +2.2% | +14.6% | +10.5% |
| YTD | +20.1% | -0.7% | +20.8% | +18.6% |
| 1Y | +50.3% | -2.0% | +52.3% | +49.6% |
| 3Y | +871.5% | +41.0% | +830.5% | +492.4% |
| All | +85.6% | -12.7% | +98.2% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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