+78.5%
IREN vs XYL
-13.2%
+91.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -2.9% |
| 7D | +4.8% | -1.2% | +6.0% | +5.9% |
| 30D | +9.8% | -13.2% | +23.0% | +24.0% |
| 3M | -15.3% | -0.2% | -15.1% | -18.9% |
| 6M | +14.5% | -12.5% | +27.0% | +25.5% |
| YTD | +15.5% | -20.9% | +36.4% | +38.6% |
| 1Y | +29.8% | -21.6% | +51.3% | +57.4% |
| 3Y | +834.5% | +16.1% | +818.3% | +677.2% |
| All | +78.5% | -13.2% | +91.7% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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