-20.3%
IREN vs XYL
-23.4%
+3.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -5.7% |
| 7D | +8.0% | -6.0% | +14.1% | +12.7% |
| 30D | -44.0% | -8.3% | -35.7% | -43.1% |
| 3M | -55.4% | -22.6% | -32.8% | -47.5% |
| 6M | -65.6% | -15.0% | -50.5% | -64.1% |
| YTD | -48.4% | -30.2% | -18.2% | -35.0% |
| 1Y | -65.0% | -36.4% | -28.6% | -51.5% |
| 3Y | +558.1% | -0.9% | +559.0% | +491.1% |
| All | -20.3% | -23.4% | +3.1% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling